+1,122.0%
DELL vs PTC
+1.8%
+1,120.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.5% | +7.4% | +4.0% |
| 7D | +25.6% | -12.8% | +38.4% | +31.9% |
| 30D | +17.7% | -9.8% | +27.4% | +21.6% |
| 3M | +33.4% | -2.1% | +35.5% | +30.8% |
| 6M | +266.2% | -18.1% | +284.3% | +292.1% |
| YTD | +328.0% | -23.5% | +351.5% | +373.8% |
| 1Y | +339.6% | -37.4% | +376.9% | +441.5% |
| 3Y | +694.6% | -7.2% | +701.8% | +675.6% |
| 5Y | +1,122.0% | +2.7% | +1,119.3% | +985.6% |
| All | +1,122.0% | +1.8% | +1,120.1% | +985.6% |
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