+355.7%
SU vs PTC
+0.6%
+355.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +1.7% | -14.2% | +15.9% | +5.0% |
| 30D | +9.6% | -14.4% | +24.1% | +13.2% |
| 3M | +11.7% | -4.7% | +16.4% | +12.1% |
| 6M | +21.9% | -19.3% | +41.2% | +27.3% |
| YTD | +58.6% | -26.1% | +84.8% | +69.2% |
| 1Y | +66.5% | -37.1% | +103.6% | +85.9% |
| 3Y | +121.4% | -10.4% | +131.8% | +112.1% |
| 5Y | +355.7% | +2.5% | +353.3% | +301.1% |
| All | +355.7% | +0.6% | +355.1% | +301.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling