+3,313.5%
DELL vs PTC
+371.7%
+2,941.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -0.2% | +12.0% | +11.8% |
| 7D | +0.4% | +0.5% | -0.1% | +0.2% |
| 30D | -35.1% | +0.9% | -36.0% | -35.3% |
| 3M | -15.1% | +30.4% | -45.5% | -25.5% |
| 6M | +51.7% | +34.4% | +17.3% | +28.9% |
| YTD | +200.0% | +12.6% | +187.4% | +174.4% |
| 1Y | +172.1% | +10.2% | +161.9% | +151.6% |
| 3Y | +431.2% | +29.4% | +401.8% | +350.7% |
| 5Y | +633.1% | +63.7% | +569.4% | +449.5% |
| 10Y | +2,886.3% | +316.9% | +2,569.5% | +1,269.9% |
| All | +3,313.5% | +371.7% | +2,941.7% | +1,354.9% |
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