+141,733.1%
MSFT vs PTC
+8,817.5%
+132,915.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | +1.7% | -0.2% | +1.9% | +1.7% |
| 30D | +0.2% | +0.8% | -0.6% | 0.0% |
| 3M | +6.4% | +32.1% | -25.8% | -2.3% |
| 6M | +28.7% | +42.6% | -13.9% | +15.6% |
| YTD | +10.4% | +12.0% | -1.6% | +5.3% |
| 1Y | +7.6% | +12.2% | -4.5% | +2.6% |
| 3Y | +52.3% | +31.2% | +21.1% | +38.2% |
| 5Y | +64.5% | +54.9% | +9.6% | +42.8% |
| 10Y | +917.8% | +343.1% | +574.7% | +572.9% |
| All | +141,733.1% | +8,817.5% | +132,915.6% | +24,600.8% |
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