+43.3%
AMAT vs PTC
+5.5%
+37.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.3% |
| 7D | -14.7% | -0.2% | -14.5% | -14.8% |
| 30D | -36.1% | +0.8% | -36.9% | -36.0% |
| 3M | -36.9% | +32.1% | -69.0% | -32.9% |
| 6M | -22.2% | +42.6% | -64.8% | -10.7% |
| YTD | +29.9% | +12.0% | +18.0% | +57.6% |
| 1Y | +43.3% | +12.2% | +31.1% | +73.6% |
| All | +43.3% | +5.5% | +37.7% | +73.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling