-42.4%
TECH vs PTC
+6.0%
-48.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.0% | +6.0% | +2.8% |
| 7D | +0.1% | -10.3% | +10.4% | +5.2% |
| 30D | +0.7% | +1.1% | -0.4% | -0.5% |
| 3M | +36.3% | +1.6% | +34.7% | +32.7% |
| 6M | +25.6% | -13.5% | +39.0% | +33.0% |
| YTD | +23.7% | -19.1% | +42.7% | +35.3% |
| 1Y | +37.6% | -33.9% | +71.5% | +67.8% |
| 3Y | -6.6% | -3.9% | -2.7% | -12.9% |
| All | -42.4% | +6.0% | -48.4% | -51.2% |
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