+755.0%
SW vs PTC
+662.3%
+92.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.0% | +7.3% | +1.9% |
| 7D | -5.1% | -10.3% | +5.2% | -4.0% |
| 30D | -4.6% | +1.1% | -5.7% | -4.8% |
| 3M | +9.4% | +1.6% | +7.8% | +8.7% |
| 6M | +3.5% | -13.5% | +17.0% | +4.7% |
| YTD | +22.0% | -19.1% | +41.1% | +24.2% |
| 1Y | +2.2% | -33.9% | +36.1% | +6.6% |
| 3Y | +19.6% | -3.9% | +23.5% | +19.0% |
| 5Y | -2.3% | +6.0% | -8.4% | -4.5% |
| 10Y | +181.4% | +223.7% | -42.4% | +143.4% |
| All | +755.0% | +662.3% | +92.7% | +573.4% |
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 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