+2,413.6%
IBM vs PTC
+6,346.6%
-3,933.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.0% | +6.1% | +1.1% |
| 7D | -0.3% | -10.3% | +10.0% | +1.5% |
| 30D | +0.3% | +1.1% | -0.9% | 0.0% |
| 3M | -21.6% | +1.6% | -23.2% | -22.0% |
| 6M | -4.7% | -13.5% | +8.8% | -2.6% |
| YTD | -19.1% | -19.1% | 0.0% | -16.4% |
| 1Y | -2.5% | -33.9% | +31.4% | +4.0% |
| 3Y | +74.2% | -3.9% | +78.1% | +73.6% |
| 5Y | +113.1% | +6.0% | +107.1% | +106.2% |
| 10Y | +133.5% | +223.7% | -90.2% | +83.7% |
| All | +2,413.6% | +6,346.6% | -3,933.0% | +907.5% |
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