+17.7%
INTC vs PTC
+55.9%
-38.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.2% | +7.5% | +7.7% |
| 7D | -14.4% | -0.2% | -14.2% | -14.3% |
| 30D | -50.2% | +0.8% | -51.0% | -50.3% |
| 3M | -43.6% | +32.1% | -75.7% | -48.6% |
| 6M | -50.2% | +42.6% | -92.8% | -56.8% |
| YTD | +52.5% | +12.0% | +40.5% | +47.9% |
| 1Y | +51.1% | +12.2% | +39.0% | +46.3% |
| 3Y | +50.3% | +31.2% | +19.1% | +27.8% |
| All | +17.7% | +55.9% | -38.2% | -9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling