+308.7%
SPGI vs PTC
+223.7%
+85.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.0% | +4.5% | +0.7% |
| 7D | +0.1% | -10.3% | +10.4% | +4.3% |
| 30D | +8.4% | +1.1% | +7.3% | +7.6% |
| 3M | +11.8% | +1.6% | +10.2% | +10.2% |
| 6M | +5.7% | -13.5% | +19.2% | +10.5% |
| YTD | -9.7% | -19.1% | +9.4% | -3.2% |
| 1Y | -12.5% | -33.9% | +21.4% | +0.8% |
| 3Y | +21.8% | -3.9% | +25.7% | +18.5% |
| 5Y | +8.2% | +6.0% | +2.1% | -0.9% |
| All | +308.7% | +223.7% | +85.0% | +127.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling