+11.5%
SPMO vs PTC
+0.1%
+11.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.8% |
| 7D | -8.9% | +0.1% | -9.0% | -8.9% |
| 30D | -13.8% | +1.5% | -15.3% | -13.7% |
| 3M | -12.5% | +37.8% | -50.3% | -10.4% |
| 6M | -1.5% | +41.2% | -42.7% | +3.1% |
| YTD | +11.3% | +12.0% | -0.7% | +21.6% |
| 1Y | +11.5% | +1.6% | +9.8% | +24.3% |
| All | +11.5% | +0.1% | +11.4% | +24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling