+185.4%
SW vs PTC
+333.9%
-148.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.5% |
| 7D | +4.7% | -0.1% | +4.8% | +4.7% |
| 30D | +5.0% | +0.8% | +4.2% | +4.9% |
| 3M | -7.3% | +39.6% | -46.9% | -12.3% |
| 6M | +15.0% | +41.5% | -26.5% | +7.9% |
| YTD | +18.5% | +11.7% | +6.8% | +15.4% |
| 1Y | +27.1% | +2.4% | +24.7% | +25.5% |
| 3Y | +49.3% | +31.9% | +17.4% | +40.9% |
| 5Y | -1.6% | +54.5% | -56.2% | -9.7% |
| All | +185.4% | +333.9% | -148.5% | +135.4% |
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