-46.9%
INTU vs PTC
+10.6%
-57.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.9% | +0.7% |
| 7D | -3.9% | +0.5% | -4.4% | -4.1% |
| 30D | +12.0% | +0.9% | +11.1% | +11.6% |
| 3M | +2.3% | +30.4% | -28.1% | -9.4% |
| 6M | -12.1% | +34.4% | -46.5% | -22.8% |
| YTD | -47.5% | +12.6% | -60.1% | -46.0% |
| 1Y | -46.9% | +10.2% | -57.1% | -44.8% |
| All | -46.9% | +10.6% | -57.5% | -44.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling