+366.8%
CSCO vs PTC
+204.7%
+162.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.5% | +1.6% |
| 7D | -0.5% | -12.8% | +12.3% | +3.4% |
| 30D | -10.1% | -9.8% | -0.3% | -7.7% |
| 3M | -11.7% | -2.1% | -9.7% | -12.5% |
| 6M | +40.1% | -18.1% | +58.2% | +46.5% |
| YTD | +43.8% | -23.5% | +67.3% | +53.4% |
| 1Y | +66.6% | -37.4% | +104.0% | +89.4% |
| 3Y | +108.5% | -7.2% | +115.7% | +103.6% |
| 5Y | +114.0% | +2.7% | +111.3% | +97.0% |
| 10Y | +366.8% | +203.4% | +163.4% | +186.1% |
| All | +366.8% | +204.7% | +162.1% | +186.1% |
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 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