+14,280.4%
INTU vs PTC
+705.8%
+13,574.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.0% | +2.7% | -1.5% |
| 7D | -7.1% | -10.3% | +3.2% | -3.9% |
| 30D | +1.5% | +1.1% | +0.3% | +1.1% |
| 3M | +10.7% | +1.6% | +9.1% | +9.7% |
| 6M | -23.8% | -13.5% | -10.4% | -20.3% |
| YTD | -49.3% | -19.1% | -30.3% | -45.8% |
| 1Y | -49.7% | -33.9% | -15.8% | -42.9% |
| 3Y | -38.0% | -3.9% | -34.1% | -37.8% |
| 5Y | -38.7% | +6.0% | -44.8% | -39.9% |
| 10Y | +221.3% | +223.7% | -2.4% | +124.4% |
| All | +14,280.4% | +705.8% | +13,574.6% | +4,325.7% |
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