+39.3%
ASML vs PTC
+5.5%
+33.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.2% | +4.8% | +5.1% |
| 7D | -9.0% | -0.2% | -8.8% | -9.1% |
| 30D | -21.0% | +0.8% | -21.7% | -20.9% |
| 3M | -16.3% | +32.1% | -48.4% | -11.9% |
| 6M | -7.5% | +42.6% | -50.2% | +2.7% |
| YTD | +34.0% | +12.0% | +22.0% | +50.3% |
| 1Y | +39.3% | +12.2% | +27.1% | +56.5% |
| All | +39.3% | +5.5% | +33.7% | +56.5% |
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 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