+3,063.4%
DELL vs PTC
+371.1%
+2,692.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.4% | +5.0% | +5.3% |
| 7D | -11.8% | +0.8% | -12.6% | -12.1% |
| 30D | -40.8% | +0.7% | -41.6% | -41.0% |
| 3M | -23.6% | +32.6% | -56.2% | -33.4% |
| 6M | +33.4% | +33.6% | -0.2% | +13.7% |
| YTD | +178.0% | +12.4% | +165.6% | +154.4% |
| 1Y | +138.6% | +11.2% | +127.3% | +119.5% |
| 3Y | +400.9% | +31.7% | +369.2% | +321.7% |
| 5Y | +580.7% | +60.1% | +520.7% | +415.1% |
| 10Y | +2,655.3% | +317.2% | +2,338.1% | +1,163.8% |
| All | +3,063.4% | +371.1% | +2,692.4% | +1,249.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling