+265.7%
SU vs PTC
+200.2%
+65.5%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +1.7% | -14.2% | +15.9% | +6.4% |
| 30D | +9.6% | -14.4% | +24.1% | +14.7% |
| 3M | +11.7% | -4.7% | +16.4% | +11.9% |
| 6M | +21.9% | -19.3% | +41.2% | +28.4% |
| YTD | +58.6% | -26.1% | +84.8% | +71.3% |
| 1Y | +66.5% | -37.1% | +103.6% | +89.6% |
| 3Y | +121.4% | -10.4% | +131.8% | +115.0% |
| 5Y | +355.7% | +2.5% | +353.3% | +309.1% |
| All | +265.7% | +200.2% | +65.5% | +117.2% |
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 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