+1,188.7%
CIEN vs PTC
+326.2%
+862.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.4% | +10.2% | +10.5% |
| 7D | -5.3% | +0.8% | -6.1% | -5.5% |
| 30D | -40.1% | +0.7% | -40.8% | -40.2% |
| 3M | -34.7% | +32.6% | -67.3% | -41.9% |
| 6M | -50.9% | +33.6% | -84.4% | -57.1% |
| YTD | +15.2% | +12.4% | +2.7% | +6.5% |
| 1Y | +35.2% | +11.2% | +23.9% | +25.6% |
| 3Y | +522.6% | +31.7% | +490.9% | +430.9% |
| 5Y | +344.2% | +60.1% | +284.2% | +244.3% |
| 10Y | +1,188.7% | +317.2% | +871.5% | +523.2% |
| All | +1,188.7% | +326.2% | +862.5% | +523.2% |
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 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