+306.4%
CSCO vs PTC
+334.9%
-28.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | -10.2% | -0.2% | -10.0% | -10.1% |
| 30D | -20.1% | +0.8% | -20.8% | -20.2% |
| 3M | -22.1% | +32.1% | -54.2% | -29.2% |
| 6M | +3.2% | +42.6% | -39.4% | -9.6% |
| YTD | +24.1% | +12.0% | +12.1% | +17.3% |
| 1Y | +34.6% | +12.2% | +22.4% | +27.0% |
| 3Y | +90.0% | +31.2% | +58.8% | +66.3% |
| 5Y | +88.6% | +54.9% | +33.7% | +52.5% |
| All | +306.4% | +334.9% | -28.5% | +132.2% |
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