+2,956.9%
SPY vs PTC
+949.1%
+2,007.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -2.7% | -0.2% | -2.5% | -2.7% |
| 30D | -5.4% | +0.8% | -6.2% | -5.5% |
| 3M | -4.1% | +32.1% | -36.2% | -9.6% |
| 6M | +0.7% | +42.6% | -41.9% | -7.0% |
| YTD | +8.7% | +12.0% | -3.3% | +4.5% |
| 1Y | +10.9% | +12.2% | -1.3% | +6.6% |
| 3Y | +75.0% | +31.2% | +43.8% | +62.5% |
| 5Y | +67.8% | +54.9% | +12.9% | +50.5% |
| 10Y | +312.9% | +343.1% | -30.3% | +204.1% |
| All | +2,956.9% | +949.1% | +2,007.8% | +1,422.2% |
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