-42.2%
INTU vs PTC
+55.9%
-98.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.2% | -4.0% | -3.9% |
| 7D | +0.1% | -0.2% | +0.4% | +0.2% |
| 30D | +15.4% | +0.8% | +14.7% | +14.9% |
| 3M | +6.6% | +32.1% | -25.5% | -12.0% |
| 6M | -11.3% | +42.6% | -53.9% | -31.0% |
| YTD | -47.7% | +12.0% | -59.7% | -52.1% |
| 1Y | -47.0% | +12.2% | -59.2% | -51.6% |
| 3Y | -29.9% | +31.2% | -61.2% | -47.1% |
| All | -42.2% | +55.9% | -98.2% | -62.4% |
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