+36.9%
PYPL vs PTC
+204.7%
-167.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.5% | +2.3% | -0.1% |
| 7D | +1.7% | -12.8% | +14.5% | +9.7% |
| 30D | -9.7% | -9.8% | 0.0% | -4.7% |
| 3M | +29.2% | -2.1% | +31.3% | +28.4% |
| 6M | +13.9% | -18.1% | +32.0% | +25.0% |
| YTD | -8.1% | -23.5% | +15.4% | +5.1% |
| 1Y | -21.4% | -37.4% | +16.0% | +0.6% |
| 3Y | -11.8% | -7.2% | -4.6% | -13.6% |
| 5Y | -81.1% | +2.7% | -83.8% | -82.8% |
| 10Y | +36.9% | +203.4% | -166.5% | -24.1% |
| All | +36.9% | +204.7% | -167.8% | -24.1% |
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