+331.8%
SPGI vs PTC
+334.9%
-3.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | +0.3% | -0.2% | +0.5% | +0.4% |
| 30D | +18.4% | +0.8% | +17.6% | +18.1% |
| 3M | +15.7% | +32.1% | -16.4% | +2.4% |
| 6M | +17.3% | +42.6% | -25.4% | -0.1% |
| YTD | -4.7% | +12.0% | -16.7% | -11.1% |
| 1Y | +1.8% | +12.2% | -10.3% | -5.2% |
| 3Y | +31.7% | +31.2% | +0.5% | +12.1% |
| 5Y | +12.1% | +54.9% | -42.8% | -12.1% |
| All | +331.8% | +334.9% | -3.1% | +114.4% |
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