+5.0%
SYK vs PTC
+2.5%
+2.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.8% | -1.9% |
| 7D | -12.3% | -14.2% | +1.9% | -7.9% |
| 30D | -22.4% | -14.4% | -8.0% | -18.6% |
| 3M | -12.3% | -4.7% | -7.6% | -11.7% |
| 6M | -24.3% | -19.3% | -5.0% | -19.7% |
| YTD | -22.8% | -26.1% | +3.3% | -15.8% |
| 1Y | -28.8% | -37.1% | +8.3% | -18.1% |
| 3Y | -4.0% | -10.4% | +6.4% | -7.7% |
| All | +5.0% | +2.5% | +2.5% | -8.2% |
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 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