+111.7%
SPOT vs PTC
+1.8%
+109.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.5% | +3.0% | +0.3% |
| 7D | -2.9% | -12.8% | +9.9% | +4.2% |
| 30D | +8.3% | -9.8% | +18.1% | +13.7% |
| 3M | +5.1% | -2.1% | +7.1% | +4.3% |
| 6M | -6.5% | -18.1% | +11.6% | +2.1% |
| YTD | -9.0% | -23.5% | +14.5% | +3.0% |
| 1Y | -26.4% | -37.4% | +11.0% | -6.9% |
| 3Y | +240.0% | -7.2% | +247.3% | +204.0% |
| 5Y | +111.7% | +2.7% | +109.1% | +66.3% |
| All | +111.7% | +1.8% | +109.9% | +66.3% |
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