+710.1%
GOOG vs PTC
+313.0%
+397.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.6% | +1.6% |
| 7D | +4.8% | +0.8% | +4.0% | +4.5% |
| 30D | -15.5% | +1.2% | -16.7% | -15.8% |
| 3M | -13.7% | +32.6% | -46.3% | -23.9% |
| 6M | -23.0% | +36.1% | -59.0% | -33.5% |
| YTD | -5.7% | +12.7% | -18.3% | -12.8% |
| 1Y | +3.0% | +10.2% | -7.1% | -4.0% |
| 3Y | +122.4% | +29.4% | +93.0% | +86.9% |
| 5Y | +99.2% | +61.1% | +38.2% | +49.8% |
| All | +710.1% | +313.0% | +397.1% | +296.4% |
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