+85.9%
AMZN vs PTC
-8.0%
+93.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.5% | +4.9% | +1.1% |
| 7D | +0.8% | -12.8% | +13.6% | +5.1% |
| 30D | -6.4% | -9.8% | +3.4% | -3.6% |
| 3M | +4.8% | -2.1% | +6.9% | +4.4% |
| 6M | +20.5% | -18.1% | +38.6% | +28.6% |
| YTD | +11.3% | -23.5% | +34.8% | +22.2% |
| 1Y | +9.0% | -37.4% | +46.3% | +30.7% |
| 3Y | +85.9% | -7.2% | +93.1% | +67.3% |
| All | +85.9% | -8.0% | +93.9% | +67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling