+22,814.2%
SYK vs PTC
+5,991.9%
+16,822.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -5.5% | -3.3% | -8.0% |
| 7D | -12.9% | -12.8% | -0.1% | -11.1% |
| 30D | -18.5% | -9.8% | -8.7% | -17.3% |
| 3M | -8.1% | -2.1% | -6.0% | -8.0% |
| 6M | -23.8% | -18.1% | -5.7% | -21.8% |
| YTD | -20.9% | -23.5% | +2.6% | -18.2% |
| 1Y | -29.0% | -37.4% | +8.4% | -24.5% |
| 3Y | -1.7% | -7.2% | +5.5% | -1.9% |
| 5Y | +4.0% | +2.7% | +1.3% | +1.7% |
| 10Y | +168.8% | +203.4% | -34.7% | +124.4% |
| All | +22,814.2% | +5,991.9% | +16,822.3% | +7,898.8% |
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