+48.9%
CIEN vs PTC
+0.1%
+48.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.6% | -9.9% | -9.2% |
| 7D | -25.0% | +0.1% | -25.2% | -25.0% |
| 30D | -30.1% | +1.5% | -31.7% | -30.0% |
| 3M | -33.8% | +37.8% | -71.5% | -28.5% |
| 6M | -49.4% | +41.2% | -90.7% | -43.1% |
| YTD | +16.4% | +12.0% | +4.4% | +33.1% |
| 1Y | +48.9% | +1.6% | +47.2% | +68.2% |
| All | +48.9% | +0.1% | +48.8% | +68.2% |
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 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