+111.9%
SPMO vs PTC
+62.5%
+49.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -2.6% | +1.3% | -3.9% | -2.9% |
| 30D | -14.2% | +1.1% | -15.3% | -14.4% |
| 3M | -12.7% | +30.1% | -42.8% | -18.2% |
| 6M | -9.6% | +34.0% | -43.6% | -16.2% |
| YTD | +9.3% | +12.8% | -3.5% | +6.9% |
| 1Y | +8.2% | +10.7% | -2.5% | +6.5% |
| 3Y | +119.4% | +29.6% | +89.7% | +97.4% |
| All | +111.9% | +62.5% | +49.4% | +72.0% |
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