+14,631.7%
SPGI vs PTC
+8,871.4%
+5,760.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.4% | -1.4% |
| 7D | -0.8% | +0.8% | -1.7% | -1.0% |
| 30D | +14.3% | +1.2% | +13.1% | +14.1% |
| 3M | +14.5% | +32.6% | -18.1% | +8.2% |
| 6M | +17.3% | +36.1% | -18.8% | +10.1% |
| YTD | -4.6% | +12.7% | -17.2% | -7.6% |
| 1Y | +0.8% | +10.2% | -9.4% | -2.1% |
| 3Y | +28.8% | +29.4% | -0.7% | +20.9% |
| 5Y | +14.0% | +61.1% | -47.1% | +2.9% |
| 10Y | +332.5% | +317.1% | +15.4% | +232.3% |
| All | +14,631.7% | +8,871.4% | +5,760.3% | +5,929.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling