+91.5%
CSCO vs PTC
+60.7%
+30.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.1% | -6.1% | -6.2% |
| 7D | +1.9% | +0.5% | +1.4% | +1.8% |
| 30D | -15.8% | +1.2% | -17.1% | -16.0% |
| 3M | -15.4% | +27.4% | -42.8% | -20.1% |
| 6M | -5.4% | +39.2% | -44.6% | -13.3% |
| YTD | +26.5% | +12.5% | +14.0% | +23.3% |
| 1Y | +25.9% | +12.3% | +13.6% | +22.8% |
| 3Y | +97.5% | +28.8% | +68.7% | +78.2% |
| All | +91.5% | +60.7% | +30.9% | +56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling