+42,373.9%
MCHP vs PTC
+678.0%
+41,695.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.0% | +7.5% | +3.5% |
| 7D | +1.7% | -10.3% | +12.0% | +5.4% |
| 30D | -4.1% | +1.1% | -5.2% | -5.0% |
| 3M | -22.5% | +1.6% | -24.1% | -24.6% |
| 6M | +7.3% | -13.5% | +20.8% | +9.7% |
| YTD | +18.4% | -19.1% | +37.4% | +23.3% |
| 1Y | +18.1% | -33.9% | +52.0% | +32.0% |
| 3Y | -2.8% | -3.9% | +1.1% | -4.2% |
| 5Y | +5.5% | +6.0% | -0.5% | +0.8% |
| 10Y | +185.8% | +223.7% | -37.9% | +88.4% |
| All | +42,373.9% | +678.0% | +41,695.8% | +10,107.3% |
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