+11,715.7%
GOOG vs PTC
+1,582.4%
+10,133.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.8% | -0.9% |
| 7D | +3.0% | +0.5% | +2.5% | +2.9% |
| 30D | -14.9% | +1.2% | -16.1% | -15.2% |
| 3M | -14.9% | +27.4% | -42.3% | -23.4% |
| 6M | -26.6% | +39.2% | -65.8% | -36.7% |
| YTD | -6.6% | +12.5% | -19.1% | -13.8% |
| 1Y | +5.1% | +12.3% | -7.2% | -3.1% |
| 3Y | +121.0% | +28.8% | +92.1% | +89.5% |
| 5Y | +97.3% | +60.9% | +36.4% | +54.7% |
| 10Y | +683.2% | +316.6% | +366.7% | +318.6% |
| All | +11,715.7% | +1,582.4% | +10,133.3% | +3,247.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling