+46.2%
MSFT vs PTC
+29.1%
+17.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -1.3% | +0.5% | -1.7% | -1.4% |
| 30D | -1.8% | +1.2% | -3.1% | -2.2% |
| 3M | +5.6% | +27.4% | -21.7% | -2.6% |
| 6M | +29.8% | +39.2% | -9.4% | +14.9% |
| YTD | +9.0% | +12.5% | -3.5% | +4.2% |
| 1Y | +4.9% | +12.3% | -7.3% | +0.3% |
| 3Y | +46.2% | +28.8% | +17.4% | +34.2% |
| All | +46.2% | +29.1% | +17.1% | +34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling