+2,300.3%
AVGO vs PTC
+326.2%
+1,974.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.4% | +8.4% | +8.6% |
| 7D | -0.9% | +0.8% | -1.7% | -1.2% |
| 30D | -11.6% | +0.7% | -12.4% | -11.9% |
| 3M | -25.2% | +32.6% | -57.8% | -36.0% |
| 6M | -25.4% | +33.6% | -59.0% | -37.6% |
| YTD | -7.2% | +12.4% | -19.6% | -16.0% |
| 1Y | -7.9% | +11.2% | -19.1% | -16.3% |
| 3Y | +262.1% | +31.7% | +230.4% | +197.0% |
| 5Y | +525.7% | +60.1% | +465.6% | +358.7% |
| 10Y | +2,300.3% | +317.2% | +1,983.1% | +955.7% |
| All | +2,300.3% | +326.2% | +1,974.1% | +955.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling