+118.4%
SPMO vs PTC
+29.5%
+88.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -2.6% | +1.3% | -3.9% | -2.8% |
| 30D | -14.2% | +1.1% | -15.3% | -14.3% |
| 3M | -12.7% | +30.1% | -42.8% | -15.8% |
| 6M | -9.6% | +34.0% | -43.6% | -12.6% |
| YTD | +9.3% | +12.8% | -3.5% | +11.8% |
| 1Y | +8.2% | +10.7% | -2.5% | +11.4% |
| All | +118.4% | +29.5% | +88.9% | +93.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling