-5.3%
SYK vs PTC
+0.1%
-5.4%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.6% | +8.8% | +9.3% |
| 7D | +11.7% | +0.1% | +11.6% | +11.7% |
| 30D | +19.1% | +1.5% | +17.6% | +18.8% |
| 3M | +1.4% | +37.8% | -36.3% | -4.6% |
| 6M | +17.4% | +41.2% | -23.8% | +8.5% |
| YTD | -2.5% | +12.0% | -14.6% | -7.4% |
| 1Y | -5.3% | +1.6% | -6.9% | -9.7% |
| All | -5.3% | +0.1% | -5.4% | -9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling