+15,172.7%
INTC vs PTC
+6,346.6%
+8,826.1%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -6.0% | +10.5% | +6.1% |
| 7D | +7.1% | -10.3% | +17.3% | +10.0% |
| 30D | -5.2% | +1.1% | -6.3% | -5.8% |
| 3M | -14.3% | +1.6% | -15.9% | -16.2% |
| 6M | +110.2% | -13.5% | +123.6% | +113.5% |
| YTD | +159.6% | -19.1% | +178.7% | +167.2% |
| 1Y | +289.3% | -33.9% | +323.1% | +323.2% |
| 3Y | +166.1% | -3.9% | +170.0% | +160.5% |
| 5Y | +94.4% | +6.0% | +88.3% | +84.3% |
| 10Y | +227.7% | +223.7% | +4.0% | +123.8% |
| All | +15,172.7% | +6,346.6% | +8,826.1% | +2,770.7% |
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