+146.8%
GOOG vs PTC
-8.0%
+154.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.5% | +1.2% |
| 7D | +1.1% | -12.8% | +13.9% | +4.1% |
| 30D | -5.1% | -9.8% | +4.7% | -3.1% |
| 3M | -7.1% | -2.1% | -5.0% | -7.2% |
| 6M | +12.7% | -18.1% | +30.8% | +17.9% |
| YTD | +7.1% | -23.5% | +30.6% | +14.1% |
| 1Y | +43.6% | -37.4% | +81.0% | +62.9% |
| 3Y | +146.8% | -7.2% | +154.0% | +121.8% |
| All | +146.8% | -8.0% | +154.8% | +121.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling