+82.5%
SPY vs PTC
+6.0%
+76.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.0% | +5.7% | +1.5% |
| 7D | +0.1% | -10.3% | +10.4% | +3.4% |
| 30D | +0.1% | +1.1% | -1.1% | -0.6% |
| 3M | +2.0% | +1.6% | +0.4% | +0.5% |
| 6M | +13.0% | -13.5% | +26.5% | +17.4% |
| YTD | +13.5% | -19.1% | +32.6% | +20.5% |
| 1Y | +20.0% | -33.9% | +53.8% | +37.0% |
| 3Y | +77.2% | -3.9% | +81.1% | +68.7% |
| All | +82.5% | +6.0% | +76.5% | +59.8% |
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