+73.5%
MSFT vs PTC
+6.0%
+67.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.0% | +4.0% | +0.7% |
| 7D | -2.7% | -10.3% | +7.6% | +2.1% |
| 30D | +2.7% | +1.1% | +1.6% | +1.9% |
| 3M | +17.0% | +1.6% | +15.4% | +15.1% |
| 6M | +23.8% | -13.5% | +37.3% | +30.8% |
| YTD | +4.0% | -19.1% | +23.0% | +13.1% |
| 1Y | -0.8% | -33.9% | +33.1% | +17.8% |
| 3Y | +55.6% | -3.9% | +59.5% | +48.0% |
| All | +73.5% | +6.0% | +67.4% | +50.0% |
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