-2.3%
SW vs PTC
+6.0%
-8.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.0% | +7.3% | +2.5% |
| 7D | -5.1% | -10.3% | +5.2% | -3.1% |
| 30D | -4.6% | +1.1% | -5.7% | -5.0% |
| 3M | +9.4% | +1.6% | +7.8% | +8.1% |
| 6M | +3.5% | -13.5% | +17.0% | +6.2% |
| YTD | +22.0% | -19.1% | +41.1% | +27.0% |
| 1Y | +2.2% | -33.9% | +36.1% | +12.3% |
| 3Y | +19.6% | -3.9% | +23.5% | +17.2% |
| All | -2.3% | +6.0% | -8.4% | -2.1% |
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