+1,587.5%
AMAT vs PTC
+224.0%
+1,363.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -6.0% | +10.3% | +7.5% |
| 7D | -1.5% | -10.3% | +8.8% | +4.0% |
| 30D | -14.8% | +1.1% | -15.9% | -16.2% |
| 3M | -9.3% | +1.6% | -10.9% | -13.5% |
| 6M | +27.4% | -13.5% | +40.9% | +31.6% |
| YTD | +77.6% | -19.1% | +96.6% | +89.5% |
| 1Y | +188.9% | -33.9% | +222.8% | +248.5% |
| 3Y | +202.3% | -3.9% | +206.2% | +179.3% |
| 5Y | +248.9% | +6.0% | +242.9% | +199.2% |
| All | +1,587.5% | +224.0% | +1,363.4% | +614.3% |
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