+196.6%
AMD vs PTC
+59.6%
+137.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -0.3% | -17.0% | -17.1% |
| 7D | -28.6% | -0.1% | -28.5% | -28.6% |
| 30D | -37.7% | +0.8% | -38.6% | -37.9% |
| 3M | -16.1% | +39.6% | -55.7% | -31.3% |
| 6M | +13.8% | +41.5% | -27.6% | -11.1% |
| YTD | +88.8% | +11.7% | +77.1% | +73.4% |
| 1Y | +57.8% | +2.4% | +55.3% | +55.3% |
| 3Y | +260.3% | +31.9% | +228.3% | +164.0% |
| 5Y | +196.6% | +54.5% | +142.1% | +88.0% |
| All | +196.6% | +59.6% | +137.0% | +88.0% |
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