+109.0%
AAPL vs PTC
+1.8%
+107.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.5% | +4.3% | +0.9% |
| 7D | -2.7% | -12.8% | +10.1% | +2.2% |
| 30D | +1.0% | -9.8% | +10.8% | +4.6% |
| 3M | +5.0% | -2.1% | +7.0% | +4.3% |
| 6M | +23.0% | -18.1% | +41.1% | +30.9% |
| YTD | +16.6% | -23.5% | +40.1% | +27.3% |
| 1Y | +33.4% | -37.4% | +70.8% | +58.5% |
| 3Y | +79.9% | -7.2% | +87.1% | +69.4% |
| 5Y | +109.0% | +2.7% | +106.3% | +80.7% |
| All | +109.0% | +1.8% | +107.2% | +80.7% |
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