+39.8%
ETSY vs PTC
+29.2%
+10.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.2% |
| 7D | -8.2% | +0.5% | -8.7% | -8.3% |
| 30D | +14.8% | +0.9% | +13.9% | +14.6% |
| 3M | +11.2% | +30.4% | -19.2% | +3.0% |
| 6M | +47.6% | +34.4% | +13.2% | +34.7% |
| YTD | +59.4% | +12.6% | +46.8% | +56.5% |
| 1Y | +38.6% | +10.2% | +28.4% | +37.2% |
| All | +39.8% | +29.2% | +10.6% | +7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling