-65.1%
ETSY vs PTC
+62.1%
-127.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.2% |
| 7D | -8.2% | +0.5% | -8.7% | -8.4% |
| 30D | +14.8% | +0.9% | +13.9% | +14.3% |
| 3M | +11.2% | +30.4% | -19.2% | -7.2% |
| 6M | +47.6% | +34.4% | +13.2% | +18.2% |
| YTD | +59.4% | +12.6% | +46.8% | +44.9% |
| 1Y | +38.6% | +10.2% | +28.4% | +28.0% |
| 3Y | +39.7% | +29.4% | +10.3% | +0.2% |
| 5Y | -65.1% | +63.7% | -128.9% | -80.3% |
| All | -65.1% | +62.1% | -127.3% | -80.3% |
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