+120.2%
SPOT vs PTC
+62.1%
+58.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -3.0% | +0.5% | -3.4% | -3.2% |
| 30D | +15.2% | +0.9% | +14.3% | +14.7% |
| 3M | +21.6% | +30.4% | -8.8% | +5.0% |
| 6M | +45.2% | +34.4% | +10.8% | +21.8% |
| YTD | +4.9% | +12.6% | -7.7% | -3.1% |
| 1Y | -4.8% | +10.2% | -15.0% | -11.1% |
| 3Y | +256.3% | +29.4% | +226.9% | +169.5% |
| 5Y | +120.2% | +63.7% | +56.4% | +34.9% |
| All | +120.2% | +62.1% | +58.0% | +34.9% |
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 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