+424.6%
ETSY vs PTC
+205.0%
+219.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +0.6% |
| 7D | -4.9% | -7.3% | +2.4% | -0.3% |
| 30D | -8.6% | -11.6% | +3.0% | -1.5% |
| 3M | +4.8% | +10.5% | -5.7% | -3.4% |
| 6M | +38.1% | -17.8% | +55.9% | +52.0% |
| YTD | +31.2% | -24.9% | +56.2% | +53.1% |
| 1Y | +22.1% | -36.8% | +58.9% | +59.8% |
| 3Y | +12.2% | -8.7% | +21.0% | +8.0% |
| 5Y | -66.5% | +4.1% | -70.6% | -70.3% |
| All | +424.6% | +205.0% | +219.6% | +125.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling