+338.6%
SPGI vs PTC
+317.3%
+21.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -1.4% | +0.5% | -1.9% | -1.5% |
| 30D | +15.3% | +0.9% | +14.4% | +14.9% |
| 3M | +16.5% | +30.4% | -13.9% | +3.6% |
| 6M | +19.8% | +34.4% | -14.6% | +4.6% |
| YTD | -3.2% | +12.6% | -15.8% | -9.9% |
| 1Y | +1.8% | +10.2% | -8.4% | -4.5% |
| 3Y | +30.6% | +29.4% | +1.2% | +11.8% |
| 5Y | +16.0% | +63.7% | -47.7% | -10.8% |
| 10Y | +338.6% | +316.9% | +21.7% | +120.3% |
| All | +338.6% | +317.3% | +21.3% | +120.3% |
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