+1,537.1%
SOXX vs PTC
+205.0%
+1,332.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.1% |
| 7D | +1.4% | -7.3% | +8.6% | +4.9% |
| 30D | -3.6% | -11.6% | +8.1% | +1.6% |
| 3M | -10.2% | +10.5% | -20.6% | -16.9% |
| 6M | +54.2% | -17.8% | +72.1% | +63.3% |
| YTD | +75.2% | -24.9% | +100.1% | +93.5% |
| 1Y | +107.5% | -36.8% | +144.3% | +152.3% |
| 3Y | +226.8% | -8.7% | +235.5% | +215.3% |
| 5Y | +251.2% | +4.1% | +247.1% | +212.2% |
| All | +1,537.1% | +205.0% | +1,332.1% | +761.2% |
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