+33,471.1%
ORCL vs PTC
+6,346.6%
+27,124.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -6.0% | +9.1% | +4.9% |
| 7D | +5.3% | -10.3% | +15.5% | +8.7% |
| 30D | +10.0% | +1.1% | +8.8% | +9.3% |
| 3M | -32.6% | +1.6% | -34.2% | -33.4% |
| 6M | +4.9% | -13.5% | +18.4% | +8.9% |
| YTD | -17.8% | -19.1% | +1.3% | -12.9% |
| 1Y | -28.0% | -33.9% | +5.9% | -19.0% |
| 3Y | +36.0% | -3.9% | +39.9% | +35.6% |
| 5Y | +88.7% | +6.0% | +82.7% | +79.7% |
| 10Y | +346.9% | +223.7% | +123.2% | +180.6% |
| All | +33,471.1% | +6,346.6% | +27,124.5% | +5,006.3% |
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