+189.7%
SW vs PTC
+345.7%
-156.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.6% | +3.5% | +4.0% |
| 7D | +12.1% | +0.1% | +11.9% | +12.0% |
| 30D | +6.6% | +1.5% | +5.0% | +6.3% |
| 3M | -6.0% | +37.8% | -43.8% | -10.9% |
| 6M | +21.5% | +41.2% | -19.8% | +14.1% |
| YTD | +20.3% | +12.0% | +8.3% | +17.1% |
| 1Y | +28.1% | +1.6% | +26.5% | +26.7% |
| 3Y | +51.6% | +32.3% | +19.3% | +43.0% |
| 5Y | -0.1% | +61.4% | -61.5% | -8.8% |
| 10Y | +189.7% | +343.4% | -153.6% | +139.9% |
| All | +189.7% | +345.7% | -156.0% | +139.9% |
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