+402.1%
SPYG vs PTC
+313.0%
+89.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.3% | -0.3% |
| 7D | +4.2% | +0.8% | +3.4% | +3.9% |
| 30D | -7.4% | +1.2% | -8.6% | -7.8% |
| 3M | -5.3% | +32.6% | -37.9% | -15.7% |
| 6M | -1.2% | +36.1% | -37.3% | -14.0% |
| YTD | +9.0% | +12.7% | -3.7% | +1.4% |
| 1Y | +8.8% | +10.2% | -1.4% | +2.0% |
| 3Y | +92.8% | +29.4% | +63.3% | +65.4% |
| 5Y | +69.3% | +61.1% | +8.2% | +31.2% |
| All | +402.1% | +313.0% | +89.1% | +175.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling