+174.5%
CIEN vs PTC
-33.3%
+207.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.0% | +7.2% | -0.5% |
| 7D | -15.2% | -10.3% | -4.9% | -17.5% |
| 30D | -21.5% | +1.1% | -22.6% | -21.0% |
| 3M | -40.1% | +1.6% | -41.7% | -37.6% |
| 6M | -6.6% | -13.5% | +6.9% | -0.8% |
| YTD | +37.3% | -19.1% | +56.3% | +49.6% |
| 1Y | +174.5% | -33.9% | +208.4% | +218.8% |
| All | +174.5% | -33.3% | +207.8% | +218.8% |
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 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