+147.8%
SW vs PTC
+224.0%
-76.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.0% | +7.3% | +2.1% |
| 7D | -5.1% | -10.3% | +5.2% | -3.6% |
| 30D | -4.6% | +1.1% | -5.7% | -4.9% |
| 3M | +9.4% | +1.6% | +7.8% | +8.5% |
| 6M | +3.5% | -13.5% | +17.0% | +5.1% |
| YTD | +22.0% | -19.1% | +41.1% | +25.1% |
| 1Y | +2.2% | -33.9% | +36.1% | +8.3% |
| 3Y | +19.6% | -3.9% | +23.5% | +18.8% |
| 5Y | -2.3% | +6.0% | -8.4% | -5.0% |
| All | +147.8% | +224.0% | -76.3% | +124.6% |
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