+2,575.4%
SOXX vs PTC
+425.0%
+2,150.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +4.0% | +2.0% |
| 7D | +6.1% | -13.6% | +19.7% | +12.0% |
| 30D | +0.5% | -14.7% | +15.1% | +6.3% |
| 3M | -5.3% | -5.9% | +0.6% | -5.7% |
| 6M | +58.3% | -21.1% | +79.5% | +67.9% |
| YTD | +76.8% | -26.0% | +102.9% | +91.4% |
| 1Y | +114.6% | -36.8% | +151.4% | +147.6% |
| 3Y | +229.6% | -10.3% | +239.9% | +227.2% |
| 5Y | +257.3% | +1.2% | +256.1% | +238.2% |
| 10Y | +1,583.2% | +198.3% | +1,385.0% | +915.5% |
| All | +2,575.4% | +425.0% | +2,150.4% | +960.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling