+5,792.1%
PTC vs CGNX
+12,397.0%
-6,604.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.1% |
| 7D | -13.6% | +3.2% | -16.8% | -14.4% |
| 30D | -14.7% | -3.7% | -10.9% | -14.0% |
| 3M | -5.9% | +1.0% | -6.9% | -7.8% |
| 6M | -21.1% | +22.1% | -43.2% | -27.5% |
| YTD | -26.0% | +72.7% | -98.7% | -40.6% |
| 1Y | -36.8% | +40.4% | -77.2% | -46.5% |
| 3Y | -10.3% | +45.2% | -55.5% | -27.6% |
| 5Y | +1.2% | -26.7% | +27.8% | -2.1% |
| 10Y | +198.3% | +178.5% | +19.8% | +85.1% |
| All | +5,792.1% | +12,397.0% | -6,604.8% | +1,112.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling