+9.0%
AMZN vs PTC
+10.9%
-1.9%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.1% | +1.5% |
| 7D | +8.0% | +1.3% | +6.8% | +8.0% |
| 30D | +3.2% | +1.1% | +2.1% | +3.2% |
| 3M | -2.6% | +30.1% | -32.7% | -3.8% |
| 6M | -0.7% | +34.0% | -34.7% | -2.1% |
| YTD | +17.4% | +12.8% | +4.5% | +23.0% |
| 1Y | +9.0% | +10.7% | -1.7% | +14.6% |
| All | +9.0% | +10.9% | -1.9% | +14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling