+149.9%
IBM vs PTC
+326.2%
-176.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | 0.0% | +0.3% |
| 7D | -2.5% | +0.8% | -3.3% | -2.7% |
| 30D | +8.4% | +0.7% | +7.6% | +8.2% |
| 3M | +4.5% | +32.6% | -28.1% | -4.4% |
| 6M | +7.9% | +33.6% | -25.7% | -2.0% |
| YTD | -15.2% | +12.4% | -27.7% | -19.3% |
| 1Y | -17.6% | +11.2% | -28.8% | -21.4% |
| 3Y | +82.1% | +31.7% | +50.4% | +63.5% |
| 5Y | +143.3% | +60.1% | +83.3% | +103.3% |
| 10Y | +149.9% | +317.2% | -167.3% | +53.8% |
| All | +149.9% | +326.2% | -176.3% | +53.8% |
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 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