+155.0%
ETSY vs PTC
+280.8%
-125.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -6.0% | -0.7% | -3.0% |
| 7D | -8.5% | -10.3% | +1.8% | -2.2% |
| 30D | -10.9% | +1.1% | -12.0% | -12.1% |
| 3M | +14.1% | +1.6% | +12.5% | +10.2% |
| 6M | +37.5% | -13.5% | +51.0% | +46.5% |
| YTD | +38.0% | -19.1% | +57.1% | +53.2% |
| 1Y | +46.5% | -33.9% | +80.4% | +85.5% |
| 3Y | +2.5% | -3.9% | +6.4% | -3.8% |
| 5Y | -65.3% | +6.0% | -71.3% | -69.3% |
| 10Y | +451.6% | +223.7% | +227.9% | +142.4% |
| All | +155.0% | +280.8% | -125.8% | -15.9% |
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 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