+40.3%
CIEN vs PTC
+10.3%
+30.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | +27.4% | +0.8% | +26.5% | +27.5% |
| 30D | -26.6% | +1.2% | -27.8% | -26.5% |
| 3M | -32.0% | +32.6% | -64.6% | -27.7% |
| 6M | -49.1% | +36.1% | -85.1% | -43.2% |
| YTD | +25.7% | +12.7% | +13.1% | +51.2% |
| 1Y | +40.3% | +10.2% | +30.2% | +71.9% |
| All | +40.3% | +10.3% | +30.0% | +71.9% |
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