+117.1%
AMAT vs PTC
+59.6%
+57.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.3% | -13.3% | -13.5% |
| 7D | -24.3% | -0.1% | -24.2% | -24.3% |
| 30D | -39.8% | +0.8% | -40.6% | -40.0% |
| 3M | -40.2% | +39.6% | -79.7% | -48.7% |
| 6M | -22.1% | +41.5% | -63.6% | -35.6% |
| YTD | +24.7% | +11.7% | +13.0% | +18.2% |
| 1Y | +33.3% | +2.4% | +30.8% | +33.5% |
| 3Y | +133.9% | +31.9% | +101.9% | +83.0% |
| 5Y | +117.1% | +54.5% | +62.5% | +45.7% |
| All | +117.1% | +59.6% | +57.4% | +45.7% |
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