+149.6%
IBM vs PTC
+334.9%
-185.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -5.0% | -0.2% | -4.7% | -4.9% |
| 30D | +11.1% | +0.8% | +10.3% | +10.9% |
| 3M | +5.7% | +32.1% | -26.4% | -3.2% |
| 6M | +10.1% | +42.6% | -32.5% | -1.8% |
| YTD | -15.6% | +12.0% | -27.6% | -19.6% |
| 1Y | -19.5% | +12.2% | -31.7% | -23.4% |
| 3Y | +80.4% | +31.2% | +49.2% | +62.2% |
| 5Y | +140.0% | +54.9% | +85.1% | +102.3% |
| All | +149.6% | +334.9% | -185.4% | +53.0% |
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