+867.8%
PTC vs EXEL
+340.0%
+527.8%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.0% | 0.0% |
| 7D | -0.2% | +0.3% | -0.5% | -0.3% |
| 30D | +0.8% | +19.0% | -18.3% | -2.7% |
| 3M | +32.1% | +33.3% | -1.2% | +24.7% |
| 6M | +42.6% | +42.9% | -0.2% | +32.1% |
| YTD | +12.0% | +58.7% | -46.8% | +1.1% |
| 1Y | +12.2% | +70.5% | -58.4% | -0.3% |
| 3Y | +31.2% | +233.8% | -202.6% | -0.7% |
| 5Y | +54.9% | +259.3% | -204.5% | +13.8% |
| 10Y | +343.1% | +484.1% | -141.0% | +168.6% |
| All | +867.8% | +340.0% | +527.8% | +241.5% |
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 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