-67.1%
ETSY vs PTC
-0.9%
-66.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.0% | -0.2% |
| 7D | -12.9% | -13.6% | +0.7% | -4.5% |
| 30D | -11.5% | -14.7% | +3.2% | -2.5% |
| 3M | +3.5% | -5.9% | +9.4% | +5.0% |
| 6M | +27.6% | -21.1% | +48.8% | +45.7% |
| YTD | +28.4% | -26.0% | +54.4% | +53.1% |
| 1Y | +27.1% | -36.8% | +63.9% | +69.7% |
| 3Y | +6.0% | -10.3% | +16.3% | -3.0% |
| 5Y | -67.1% | +1.2% | -68.3% | -74.8% |
| All | -67.1% | -0.9% | -66.2% | -74.8% |
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 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