+49.3%
AMZN vs PTC
+55.4%
-6.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.8% |
| 7D | +8.7% | +0.8% | +7.9% | +8.4% |
| 30D | +1.7% | +0.7% | +1.0% | +1.5% |
| 3M | -2.8% | +32.6% | -35.4% | -14.6% |
| 6M | -2.1% | +33.6% | -35.7% | -15.3% |
| YTD | +15.6% | +12.4% | +3.2% | +8.7% |
| 1Y | +9.2% | +11.2% | -2.0% | +3.1% |
| 3Y | +89.9% | +31.7% | +58.2% | +53.1% |
| 5Y | +49.3% | +60.1% | -10.8% | +2.1% |
| All | +49.3% | +55.4% | -6.1% | +2.1% |
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 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