+1,460.5%
CIEN vs PTC
+196.2%
+1,264.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | +0.2% |
| 7D | -4.6% | -13.6% | +9.0% | +0.1% |
| 30D | -12.8% | -14.7% | +1.8% | -8.4% |
| 3M | -23.1% | -5.9% | -17.2% | -23.2% |
| 6M | +6.1% | -21.1% | +27.2% | +12.4% |
| YTD | +44.5% | -26.0% | +70.5% | +56.4% |
| 1Y | +176.6% | -36.8% | +213.4% | +219.4% |
| 3Y | +601.0% | -10.3% | +611.2% | +589.9% |
| 5Y | +509.1% | +1.2% | +507.9% | +459.8% |
| 10Y | +1,460.5% | +198.3% | +1,262.2% | +799.5% |
| All | +1,460.5% | +196.2% | +1,264.3% | +799.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling