+35.5%
ORCL vs PTC
+55.4%
-19.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.8% | +3.0% |
| 7D | +0.5% | +0.8% | -0.3% | +0.2% |
| 30D | -15.3% | +0.7% | -16.0% | -15.5% |
| 3M | -18.2% | +32.6% | -50.8% | -28.0% |
| 6M | -38.4% | +33.6% | -72.0% | -46.2% |
| YTD | -37.7% | +12.4% | -50.2% | -41.2% |
| 1Y | -49.3% | +11.2% | -60.5% | -51.9% |
| 3Y | +10.6% | +31.7% | -21.1% | -5.6% |
| 5Y | +35.5% | +60.1% | -24.6% | +5.6% |
| All | +35.5% | +55.4% | -19.9% | +5.6% |
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