+110.7%
CSCO vs PTC
+29.3%
+81.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.2% | +1.2% |
| 7D | +6.6% | +0.8% | +5.7% | +6.5% |
| 30D | -11.3% | +1.2% | -12.5% | -11.5% |
| 3M | -17.3% | +32.6% | -49.9% | -20.7% |
| 6M | +3.5% | +36.1% | -32.6% | -1.1% |
| YTD | +34.9% | +12.7% | +22.2% | +36.0% |
| 1Y | +40.5% | +10.2% | +30.3% | +42.5% |
| All | +110.7% | +29.3% | +81.4% | +62.4% |
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