+128.8%
GOOG vs PTC
-0.9%
+129.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.2% | -0.9% |
| 7D | -1.6% | -13.6% | +12.0% | +3.5% |
| 30D | -7.7% | -14.7% | +7.0% | -2.7% |
| 3M | -9.3% | -5.9% | -3.4% | -8.5% |
| 6M | +7.4% | -21.1% | +28.6% | +15.8% |
| YTD | +4.9% | -26.0% | +30.9% | +15.6% |
| 1Y | +37.2% | -36.8% | +74.0% | +61.4% |
| 3Y | +141.6% | -10.3% | +151.9% | +128.9% |
| 5Y | +128.8% | +1.2% | +127.6% | +93.3% |
| All | +128.8% | -0.9% | +129.7% | +93.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling