+45.1%
PYPL vs PTC
+334.9%
-289.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.2% | +0.3% |
| 7D | +3.9% | -0.2% | +4.2% | +4.0% |
| 30D | +7.8% | +0.8% | +7.0% | +7.4% |
| 3M | -0.7% | +32.1% | -32.8% | -17.5% |
| 6M | +28.8% | +42.6% | -13.9% | +0.5% |
| YTD | +2.4% | +12.0% | -9.6% | -7.8% |
| 1Y | -9.6% | +12.2% | -21.8% | -18.8% |
| 3Y | +9.7% | +31.2% | -21.6% | -13.8% |
| 5Y | -73.5% | +54.9% | -128.4% | -81.3% |
| All | +45.1% | +334.9% | -289.8% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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