+2,521.8%
IBM vs PTC
+8,817.5%
-6,295.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.0% |
| 3M | +5.7% | +32.1% | -26.4% | -0.1% |
| 6M | +10.1% | +42.6% | -32.5% | +2.5% |
| YTD | -15.6% | +12.0% | -27.6% | -18.2% |
| 1Y | -19.5% | +12.2% | -31.7% | -22.0% |
| 3Y | +80.4% | +31.2% | +49.2% | +69.2% |
| 5Y | +140.0% | +54.9% | +85.1% | +116.2% |
| 10Y | +155.0% | +343.1% | -188.2% | +88.7% |
| All | +2,521.8% | +8,817.5% | -6,295.7% | +886.0% |
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 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