+469.5%
SPMO vs PTC
+313.0%
+156.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | 0.0% | 0.0% |
| 7D | +9.8% | +0.8% | +8.9% | +9.5% |
| 30D | -9.2% | +1.2% | -10.4% | -9.5% |
| 3M | -11.0% | +32.6% | -43.6% | -19.3% |
| 6M | -6.6% | +36.1% | -42.7% | -17.1% |
| YTD | +13.3% | +12.7% | +0.7% | +6.7% |
| 1Y | +12.7% | +10.2% | +2.5% | +6.8% |
| 3Y | +127.5% | +29.4% | +98.1% | +99.7% |
| 5Y | +117.4% | +61.1% | +56.3% | +72.9% |
| All | +469.5% | +313.0% | +156.5% | +251.4% |
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