+301.7%
SPOT vs PTC
+154.4%
+147.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.8% |
| 7D | -2.6% | +0.8% | -3.4% | -2.9% |
| 30D | +13.5% | +1.2% | +12.3% | +12.9% |
| 3M | +22.2% | +32.6% | -10.4% | +4.7% |
| 6M | +38.3% | +36.1% | +2.2% | +15.6% |
| YTD | +3.1% | +12.7% | -9.6% | -6.0% |
| 1Y | -7.6% | +10.2% | -17.8% | -15.0% |
| 3Y | +250.0% | +29.4% | +220.6% | +182.5% |
| 5Y | +113.3% | +61.1% | +52.2% | +53.1% |
| All | +301.7% | +154.4% | +147.3% | +139.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling