-9.9%
PYPL vs PTC
-2.9%
-7.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.0% | +3.0% | -0.3% |
| 7D | +2.7% | -10.3% | +12.9% | +7.7% |
| 30D | -4.9% | +1.1% | -6.0% | -5.7% |
| 3M | +28.9% | +1.6% | +27.3% | +26.5% |
| 6M | +18.2% | -13.5% | +31.7% | +25.5% |
| YTD | -5.0% | -19.1% | +14.0% | +4.1% |
| 1Y | -18.8% | -33.9% | +15.0% | -2.2% |
| All | -9.9% | -2.9% | -7.0% | -21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling