+244.4%
AVGO vs PTC
+32.2%
+212.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -9.9% | -0.2% | -9.7% | -9.9% |
| 30D | -22.0% | +0.8% | -22.8% | -22.1% |
| 3M | -30.0% | +32.1% | -62.1% | -35.9% |
| 6M | -30.7% | +42.6% | -73.4% | -39.2% |
| YTD | -14.7% | +12.0% | -26.6% | -14.1% |
| 1Y | -16.8% | +12.2% | -28.9% | -16.5% |
| 3Y | +244.4% | +31.2% | +213.2% | +147.8% |
| All | +244.4% | +32.2% | +212.3% | +147.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling