+100,756.0%
AMAT vs PTC
+8,817.5%
+91,938.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -44.2% |
| 6M | -22.2% | +42.6% | -64.8% | -34.7% |
| YTD | +29.9% | +12.0% | +18.0% | +17.7% |
| 1Y | +43.3% | +12.2% | +31.1% | +29.7% |
| 3Y | +142.7% | +31.2% | +111.4% | +106.7% |
| 5Y | +126.2% | +54.9% | +71.3% | +83.3% |
| 10Y | +1,211.7% | +343.1% | +868.6% | +644.9% |
| All | +100,756.0% | +8,817.5% | +91,938.6% | +12,287.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling