-5.4%
SSPC vs PTC
+68.4%
-73.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.7% | +1.5% |
| 7D | -8.1% | +0.5% | -8.5% | -7.9% |
| 30D | +5.4% | +1.2% | +4.1% | +5.9% |
| 3M | -19.7% | +27.4% | -47.1% | -10.2% |
| All | -5.4% | +68.4% | -73.7% | +14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling