+108.6%
ASML vs PTC
+6.0%
+102.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -6.0% | +10.2% | +7.0% |
| 7D | +1.1% | -10.3% | +11.4% | +6.2% |
| 30D | +2.2% | +1.1% | +1.0% | +0.8% |
| 3M | -2.3% | +1.6% | -3.9% | -5.6% |
| 6M | +23.0% | -13.5% | +36.4% | +29.7% |
| YTD | +61.1% | -19.1% | +80.1% | +75.8% |
| 1Y | +129.1% | -33.9% | +163.0% | +185.6% |
| 3Y | +165.4% | -3.9% | +169.3% | +138.1% |
| All | +108.6% | +6.0% | +102.5% | +60.1% |
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