+241.5%
SOXX vs PTC
+2.5%
+239.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | +3.0% | -14.2% | +17.3% | +10.1% |
| 30D | -3.1% | -14.4% | +11.3% | +3.3% |
| 3M | -4.4% | -4.7% | +0.3% | -5.4% |
| 6M | +52.9% | -19.3% | +72.2% | +65.4% |
| YTD | +72.0% | -26.1% | +98.1% | +95.2% |
| 1Y | +105.1% | -37.1% | +142.2% | +158.7% |
| 3Y | +220.6% | -10.4% | +231.0% | +200.0% |
| All | +241.5% | +2.5% | +239.1% | +170.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling