+780.7%
GOOG vs PTC
+205.0%
+575.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +0.9% |
| 7D | 0.0% | -7.3% | +7.3% | +2.9% |
| 30D | -2.0% | -11.6% | +9.7% | +2.4% |
| 3M | -5.9% | +10.5% | -16.3% | -10.4% |
| 6M | +8.9% | -17.8% | +26.7% | +15.4% |
| YTD | +7.1% | -24.9% | +32.0% | +17.2% |
| 1Y | +39.7% | -36.8% | +76.5% | +63.6% |
| 3Y | +145.8% | -8.7% | +154.6% | +138.6% |
| 5Y | +138.6% | +4.1% | +134.5% | +114.5% |
| All | +780.7% | +205.0% | +575.7% | +397.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling