+44.5%
GOOG vs PTC
-33.3%
+77.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.0% | +4.9% | -0.8% |
| 7D | -2.2% | -10.3% | +8.1% | -1.6% |
| 30D | -6.9% | +1.1% | -8.0% | -6.9% |
| 3M | -9.1% | +1.6% | -10.7% | -9.3% |
| 6M | +10.6% | -13.5% | +24.1% | +11.3% |
| YTD | +7.0% | -19.1% | +26.0% | +8.0% |
| 1Y | +44.5% | -33.9% | +78.4% | +45.2% |
| All | +44.5% | -33.3% | +77.8% | +45.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling