+221.6%
INTU vs PTC
+223.7%
-2.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.0% | +2.7% | 0.0% |
| 7D | -7.1% | -10.3% | +3.2% | -1.4% |
| 30D | +1.5% | +1.1% | +0.3% | +0.6% |
| 3M | +10.7% | +1.6% | +9.1% | +8.6% |
| 6M | -23.8% | -13.5% | -10.4% | -17.9% |
| YTD | -49.3% | -19.1% | -30.3% | -43.2% |
| 1Y | -49.7% | -33.9% | -15.8% | -37.5% |
| 3Y | -38.0% | -3.9% | -34.1% | -39.2% |
| 5Y | -38.7% | +6.0% | -44.8% | -43.5% |
| All | +221.6% | +223.7% | -2.0% | +75.7% |
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 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