+196.7%
ETSY vs PTC
+429.3%
-232.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | -1.0% | +0.5% | -1.5% | -1.3% |
| 30D | +7.3% | +1.2% | +6.1% | +6.6% |
| 3M | +10.3% | +27.4% | -17.0% | -8.3% |
| 6M | +55.1% | +39.2% | +15.9% | +19.0% |
| YTD | +60.5% | +12.5% | +48.0% | +40.6% |
| 1Y | +52.2% | +12.3% | +39.9% | +33.3% |
| 3Y | +40.8% | +28.8% | +12.0% | +6.8% |
| 5Y | -67.3% | +60.9% | -128.2% | -78.2% |
| 10Y | +659.4% | +316.6% | +342.8% | +173.3% |
| All | +196.7% | +429.3% | -232.6% | -22.8% |
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 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