+151.5%
SPMO vs PTC
-0.9%
+152.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +0.7% |
| 7D | +2.7% | -13.6% | +16.3% | +6.4% |
| 30D | +1.1% | -14.7% | +15.7% | +4.8% |
| 3M | +2.0% | -5.9% | +7.9% | +2.5% |
| 6M | +26.5% | -21.1% | +47.7% | +34.2% |
| YTD | +26.5% | -26.0% | +52.5% | +36.8% |
| 1Y | +27.9% | -36.8% | +64.8% | +46.1% |
| 3Y | +160.4% | -10.3% | +170.6% | +154.6% |
| 5Y | +151.5% | +1.2% | +150.3% | +130.5% |
| All | +151.5% | -0.9% | +152.4% | +130.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling