+247.2%
AMAT vs PTC
+6.0%
+241.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -6.0% | +10.3% | +6.9% |
| 7D | -1.5% | -10.3% | +8.8% | +3.1% |
| 30D | -14.8% | +1.1% | -15.9% | -16.0% |
| 3M | -9.3% | +1.6% | -10.9% | -12.3% |
| 6M | +27.4% | -13.5% | +40.9% | +33.9% |
| YTD | +77.6% | -19.1% | +96.6% | +93.1% |
| 1Y | +188.9% | -33.9% | +222.8% | +258.3% |
| 3Y | +202.3% | -3.9% | +206.2% | +172.9% |
| All | +247.2% | +6.0% | +241.2% | +172.9% |
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