+126.7%
AMAT vs PTC
+55.9%
+70.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.1% |
| 7D | -14.7% | -0.2% | -14.5% | -14.6% |
| 30D | -36.1% | +0.8% | -36.9% | -36.2% |
| 3M | -36.9% | +32.1% | -69.0% | -44.4% |
| 6M | -22.2% | +42.6% | -64.8% | -36.0% |
| YTD | +29.9% | +12.0% | +18.0% | +23.1% |
| 1Y | +43.3% | +12.2% | +31.1% | +35.4% |
| 3Y | +142.7% | +31.2% | +111.4% | +90.9% |
| All | +126.7% | +55.9% | +70.8% | +53.9% |
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