+133,470.8%
MSFT vs PTC
+6,346.6%
+127,124.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.0% | +4.0% | -0.5% |
| 7D | -2.7% | -10.3% | +7.6% | -0.1% |
| 30D | +2.7% | +1.1% | +1.6% | +2.3% |
| 3M | +17.0% | +1.6% | +15.4% | +16.1% |
| 6M | +23.8% | -13.5% | +37.3% | +27.8% |
| YTD | +4.0% | -19.1% | +23.0% | +9.1% |
| 1Y | -0.8% | -33.9% | +33.1% | +9.1% |
| 3Y | +55.6% | -3.9% | +59.5% | +54.6% |
| 5Y | +72.9% | +6.0% | +66.9% | +66.9% |
| 10Y | +875.8% | +223.7% | +652.1% | +606.8% |
| All | +133,470.8% | +6,346.6% | +127,124.1% | +25,478.1% |
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 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