+198.3%
PTC vs FIVN
+105.2%
+93.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.8% | -0.5% | -2.6% |
| 7D | -13.6% | -9.6% | -4.0% | -11.2% |
| 30D | -14.7% | -11.9% | -2.7% | -11.8% |
| 3M | -5.9% | +40.1% | -46.0% | -14.5% |
| 6M | -21.1% | +68.3% | -89.5% | -33.0% |
| YTD | -26.0% | +51.5% | -77.5% | -35.9% |
| 1Y | -36.8% | +15.1% | -52.0% | -41.5% |
| 3Y | -10.3% | -55.6% | +45.3% | +0.9% |
| 5Y | +1.2% | -82.4% | +83.6% | +38.4% |
| 10Y | +198.3% | +114.5% | +83.8% | +95.7% |
| All | +198.3% | +105.2% | +93.1% | +95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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