+50.1%
PYPL vs PTC
+317.3%
-267.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | -1.2% | +0.5% | -1.7% | -1.4% |
| 30D | +6.1% | +0.9% | +5.2% | +5.6% |
| 3M | +1.1% | +30.4% | -29.3% | -15.4% |
| 6M | +32.7% | +34.4% | -1.7% | +7.6% |
| YTD | +2.8% | +12.6% | -9.8% | -7.7% |
| 1Y | -10.8% | +10.2% | -21.0% | -19.0% |
| 3Y | +9.8% | +29.4% | -19.6% | -12.9% |
| 5Y | -70.2% | +63.7% | -134.0% | -79.7% |
| 10Y | +50.1% | +316.9% | -266.8% | -34.9% |
| All | +50.1% | +317.3% | -267.3% | -34.9% |
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