+57.4%
INTC vs PTC
+0.1%
+57.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.6% | -4.3% | -3.6% |
| 7D | -39.0% | +0.1% | -39.1% | -39.0% |
| 30D | -49.8% | +1.5% | -51.4% | -49.7% |
| 3M | -42.2% | +37.8% | -80.0% | -36.4% |
| 6M | -39.2% | +41.2% | -80.4% | -28.5% |
| YTD | +57.9% | +12.0% | +45.9% | +86.0% |
| 1Y | +57.4% | +1.6% | +55.7% | +96.2% |
| All | +57.4% | +0.1% | +57.3% | +96.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling