+203.4%
PTC vs EXEL
+380.2%
-176.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.3% | -3.2% | -5.1% |
| 7D | -12.8% | +1.4% | -14.2% | -13.0% |
| 30D | -9.8% | +6.7% | -16.4% | -10.8% |
| 3M | -2.1% | +11.5% | -13.5% | -4.2% |
| 6M | -18.1% | +38.8% | -56.9% | -23.3% |
| YTD | -23.5% | +31.6% | -55.1% | -27.8% |
| 1Y | -37.4% | +53.0% | -90.4% | -42.8% |
| 3Y | -7.2% | +160.8% | -168.1% | -25.5% |
| 5Y | +2.7% | +190.1% | -187.4% | -20.6% |
| 10Y | +203.4% | +367.0% | -163.5% | +112.7% |
| All | +203.4% | +380.2% | -176.8% | +112.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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