+155.1%
INTC vs PTC
-2.9%
+158.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -6.0% | +10.5% | +5.7% |
| 7D | +7.1% | -10.3% | +17.3% | +9.3% |
| 30D | -5.2% | +1.1% | -6.3% | -5.7% |
| 3M | -14.3% | +1.6% | -15.9% | -14.4% |
| 6M | +110.2% | -13.5% | +123.6% | +124.3% |
| YTD | +159.6% | -19.1% | +178.7% | +184.4% |
| 1Y | +289.3% | -33.9% | +323.1% | +377.2% |
| All | +155.1% | -2.9% | +158.0% | +132.4% |
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