+70.5%
ILMN vs PTC
+326.2%
-255.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.2% | +3.4% |
| 7D | -2.6% | +0.8% | -3.4% | -2.9% |
| 30D | -20.6% | +0.7% | -21.4% | -20.9% |
| 3M | +17.5% | +32.6% | -15.1% | +1.6% |
| 6M | +55.6% | +33.6% | +22.0% | +32.0% |
| YTD | +68.3% | +12.4% | +55.9% | +53.8% |
| 1Y | +81.1% | +11.2% | +69.9% | +66.2% |
| 3Y | +112.2% | +31.7% | +80.5% | +74.1% |
| 5Y | -42.6% | +60.1% | -102.7% | -57.5% |
| 10Y | +70.5% | +317.2% | -246.7% | -21.2% |
| All | +70.5% | +326.2% | -255.7% | -21.2% |
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