+599.6%
PTC vs EXEL
+273.2%
+326.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.2% | -5.8% | -6.0% |
| 7D | -10.3% | +8.4% | -18.6% | -11.7% |
| 30D | +1.1% | +4.1% | -2.9% | +0.1% |
| 3M | +1.6% | +12.4% | -10.8% | -1.1% |
| 6M | -13.5% | +41.5% | -55.0% | -19.9% |
| YTD | -19.1% | +34.6% | -53.7% | -24.5% |
| 1Y | -33.9% | +57.9% | -91.7% | -40.5% |
| 3Y | -3.9% | +159.5% | -163.4% | -23.8% |
| 5Y | +6.0% | +198.5% | -192.4% | -19.4% |
| 10Y | +223.7% | +411.4% | -187.6% | +99.6% |
| All | +599.6% | +273.2% | +326.4% | +155.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling