-37.4%
PTC vs EXEL
+52.8%
-90.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.3% | -3.2% | -5.7% |
| 7D | -12.8% | +1.4% | -14.2% | -12.7% |
| 30D | -9.8% | +6.7% | -16.4% | -9.3% |
| 3M | -2.1% | +11.5% | -13.5% | -1.5% |
| 6M | -18.1% | +38.8% | -56.9% | -17.6% |
| YTD | -23.5% | +31.6% | -55.1% | -23.2% |
| 1Y | -37.4% | +53.0% | -90.4% | -36.8% |
| All | -37.4% | +52.8% | -90.1% | -36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling