+67.7%
ASML vs PTC
+59.6%
+8.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.3% | -9.0% | -9.2% |
| 7D | -19.0% | -0.1% | -18.9% | -19.0% |
| 30D | -25.9% | +0.8% | -26.8% | -26.2% |
| 3M | -19.1% | +39.6% | -58.6% | -31.5% |
| 6M | -5.7% | +41.5% | -47.2% | -22.9% |
| YTD | +27.6% | +11.7% | +15.9% | +19.8% |
| 1Y | +30.8% | +2.4% | +28.3% | +29.7% |
| 3Y | +116.2% | +31.9% | +84.3% | +66.2% |
| 5Y | +67.7% | +54.5% | +13.1% | +9.1% |
| All | +67.7% | +59.6% | +8.0% | +9.1% |
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