+514.3%
SPMO vs PTC
+200.2%
+314.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | +0.1% | -14.2% | +14.3% | +4.6% |
| 30D | -0.7% | -14.4% | +13.7% | +3.7% |
| 3M | +2.8% | -4.7% | +7.5% | +2.6% |
| 6M | +24.4% | -19.3% | +43.7% | +30.6% |
| YTD | +24.2% | -26.1% | +50.3% | +33.8% |
| 1Y | +24.5% | -37.1% | +61.6% | +41.5% |
| 3Y | +155.6% | -10.4% | +166.0% | +152.3% |
| 5Y | +148.2% | +2.5% | +145.7% | +128.6% |
| All | +514.3% | +200.2% | +314.2% | +340.9% |
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