+868.6%
MSFT vs PTC
+204.7%
+663.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.5% | +4.4% | +1.2% |
| 7D | -1.4% | -12.8% | +11.4% | +4.5% |
| 30D | -1.0% | -9.8% | +8.8% | +3.2% |
| 3M | +20.2% | -2.1% | +22.3% | +20.1% |
| 6M | +21.3% | -18.1% | +39.4% | +30.8% |
| YTD | +2.8% | -23.5% | +26.3% | +14.1% |
| 1Y | 0.0% | -37.4% | +37.3% | +20.6% |
| 3Y | +51.2% | -7.2% | +58.5% | +49.0% |
| 5Y | +71.4% | +2.7% | +68.8% | +58.4% |
| 10Y | +868.6% | +203.4% | +665.2% | +465.1% |
| All | +868.6% | +204.7% | +663.9% | +465.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling