+97,349.8%
ASML vs PTC
+424.7%
+96,925.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -6.0% | +10.2% | +6.2% |
| 7D | +1.1% | -10.3% | +11.4% | +4.6% |
| 30D | +2.2% | +1.1% | +1.0% | +1.3% |
| 3M | -2.3% | +1.6% | -3.9% | -4.9% |
| 6M | +23.0% | -13.5% | +36.4% | +25.6% |
| YTD | +61.1% | -19.1% | +80.1% | +67.5% |
| 1Y | +129.1% | -33.9% | +163.0% | +154.9% |
| 3Y | +165.4% | -3.9% | +169.3% | +158.4% |
| 5Y | +109.5% | +6.0% | +103.4% | +98.5% |
| 10Y | +1,645.7% | +223.7% | +1,422.0% | +1,029.4% |
| All | +97,349.8% | +424.7% | +96,925.0% | +30,815.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling