+200.2%
PTC vs CGNX
+193.6%
+6.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.1% | -2.5% | +0.3% |
| 7D | -7.3% | +3.2% | -10.4% | -8.2% |
| 30D | -11.6% | +6.0% | -17.6% | -13.6% |
| 3M | +10.5% | +3.5% | +6.9% | +7.5% |
| 6M | -17.8% | +26.3% | -44.1% | -26.0% |
| YTD | -24.9% | +79.2% | -104.2% | -42.4% |
| 1Y | -36.8% | +43.8% | -80.6% | -48.0% |
| 3Y | -8.7% | +52.0% | -60.7% | -30.6% |
| 5Y | +4.1% | -24.0% | +28.2% | +0.6% |
| All | +200.2% | +193.6% | +6.6% | +72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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