+235.3%
INTU vs PTC
+326.2%
-90.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.2% |
| 7D | -3.9% | +0.8% | -4.7% | -4.3% |
| 30D | +11.7% | +0.7% | +11.0% | +11.3% |
| 3M | +4.5% | +32.6% | -28.1% | -12.8% |
| 6M | -13.9% | +33.6% | -47.4% | -28.9% |
| YTD | -48.2% | +12.4% | -60.7% | -52.8% |
| 1Y | -47.1% | +11.2% | -58.4% | -51.6% |
| 3Y | -32.5% | +31.7% | -64.2% | -45.7% |
| 5Y | -42.6% | +60.1% | -102.6% | -58.5% |
| 10Y | +235.3% | +317.2% | -81.9% | +55.2% |
| All | +235.3% | +326.2% | -90.9% | +55.2% |
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 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