+83.0%
IBM vs PTC
+29.2%
+53.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | -1.7% | +0.5% | -2.2% | -1.8% |
| 30D | +10.1% | +0.9% | +9.2% | +9.9% |
| 3M | +4.8% | +30.4% | -25.5% | -3.1% |
| 6M | +12.6% | +34.4% | -21.8% | +2.1% |
| YTD | -13.9% | +12.6% | -26.5% | -17.5% |
| 1Y | -18.7% | +10.2% | -28.9% | -21.6% |
| All | +83.0% | +29.2% | +53.8% | +60.9% |
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