-9.3%
SSPC vs PTC
+68.2%
-77.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | +0.4% | -12.3% | -11.7% |
| 7D | -13.9% | +0.8% | -14.7% | -13.6% |
| 30D | +14.3% | +0.7% | +13.6% | +14.7% |
| 3M | -35.2% | +32.6% | -67.8% | -26.0% |
| All | -9.3% | +68.2% | -77.5% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling