+1,370.8%
AMAT vs PTC
+315.4%
+1,055.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -2.5% | +1.3% | -3.7% | -3.0% |
| 30D | -26.5% | +1.1% | -27.6% | -26.9% |
| 3M | -28.6% | +30.1% | -58.7% | -39.7% |
| 6M | -14.2% | +34.0% | -48.3% | -31.0% |
| YTD | +45.5% | +12.8% | +32.7% | +27.4% |
| 1Y | +59.3% | +10.7% | +48.6% | +41.1% |
| 3Y | +153.1% | +29.6% | +123.5% | +95.8% |
| 5Y | +158.2% | +63.5% | +94.6% | +71.7% |
| 10Y | +1,370.8% | +316.7% | +1,054.1% | +416.8% |
| All | +1,370.8% | +315.4% | +1,055.4% | +416.8% |
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