+45.8%
AMZN vs PTC
+1.8%
+43.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.5% | +4.9% | +1.8% |
| 7D | +0.8% | -12.8% | +13.6% | +6.8% |
| 30D | -6.4% | -9.8% | +3.4% | -2.5% |
| 3M | +4.8% | -2.1% | +6.9% | +4.0% |
| 6M | +20.5% | -18.1% | +38.6% | +29.9% |
| YTD | +11.3% | -23.5% | +34.8% | +23.8% |
| 1Y | +9.0% | -37.4% | +46.3% | +34.4% |
| 3Y | +85.9% | -7.2% | +93.1% | +75.3% |
| 5Y | +45.8% | +2.7% | +43.1% | +20.5% |
| All | +45.8% | +1.8% | +43.9% | +20.5% |
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