+244.8%
ORCL vs PTC
+334.9%
-90.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -11.2% | -0.2% | -10.9% | -11.1% |
| 30D | -18.8% | +0.8% | -19.6% | -19.0% |
| 3M | -18.8% | +32.1% | -50.9% | -27.2% |
| 6M | -39.7% | +42.6% | -82.4% | -47.7% |
| YTD | -39.6% | +12.0% | -51.6% | -43.1% |
| 1Y | -51.7% | +12.2% | -63.9% | -54.6% |
| 3Y | +10.2% | +31.2% | -21.0% | -2.3% |
| 5Y | +30.8% | +54.9% | -24.1% | +8.9% |
| All | +244.8% | +334.9% | -90.2% | +91.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling