+63,606.1%
SU vs PTC
+8,860.0%
+54,746.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +1.7% | +0.5% | +1.2% | +1.6% |
| 30D | -7.9% | +1.2% | -9.1% | -8.1% |
| 3M | +7.5% | +27.4% | -19.8% | +0.6% |
| 6M | +7.2% | +39.2% | -32.0% | -2.3% |
| YTD | +60.9% | +12.5% | +48.4% | +52.5% |
| 1Y | +63.6% | +12.3% | +51.4% | +55.1% |
| 3Y | +128.9% | +28.8% | +100.0% | +107.9% |
| 5Y | +228.3% | +60.9% | +167.4% | +180.9% |
| 10Y | +240.6% | +316.6% | -76.0% | +132.4% |
| All | +63,606.1% | +8,860.0% | +54,746.1% | +8,159.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling