+24,338.5%
ORCL vs PTC
+8,796.0%
+15,542.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.3% | -6.6% | -6.8% |
| 7D | -17.5% | -0.1% | -17.4% | -17.4% |
| 30D | -20.2% | +0.8% | -21.0% | -20.3% |
| 3M | -19.9% | +39.6% | -59.5% | -29.5% |
| 6M | -37.4% | +41.5% | -78.9% | -45.4% |
| YTD | -40.1% | +11.7% | -51.8% | -43.8% |
| 1Y | -53.4% | +2.4% | -55.8% | -55.1% |
| 3Y | +10.4% | +31.9% | -21.5% | -2.3% |
| 5Y | +29.8% | +54.5% | -24.7% | +8.0% |
| 10Y | +249.2% | +342.1% | -92.9% | +95.4% |
| All | +24,338.5% | +8,796.0% | +15,542.5% | +3,195.2% |
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