+89.4%
ASML vs PTC
+62.5%
+26.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -2.9% | +1.3% | -4.1% | -3.3% |
| 30D | -15.2% | +1.1% | -16.3% | -15.5% |
| 3M | -12.9% | +30.1% | -43.0% | -23.5% |
| 6M | -5.0% | +34.0% | -39.1% | -19.1% |
| YTD | +41.8% | +12.8% | +29.0% | +32.8% |
| 1Y | +46.0% | +10.7% | +35.3% | +38.2% |
| 3Y | +133.5% | +29.6% | +103.8% | +82.7% |
| All | +89.4% | +62.5% | +26.9% | +21.4% |
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