-2.7%
PTC vs EXEL
+164.9%
-167.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.2% | -5.8% | -6.0% |
| 7D | -10.3% | +8.4% | -18.6% | -10.5% |
| 30D | +1.1% | +4.1% | -2.9% | +1.0% |
| 3M | +1.6% | +12.4% | -10.8% | +1.0% |
| 6M | -13.5% | +41.5% | -55.0% | -15.4% |
| YTD | -19.1% | +34.6% | -53.7% | -20.7% |
| 1Y | -33.9% | +57.9% | -91.7% | -36.1% |
| All | -2.7% | +164.9% | -167.5% | -7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling