+463.1%
CIEN vs PTC
+32.2%
+431.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.2% | +5.2% | +5.4% |
| 7D | -24.1% | -0.2% | -23.9% | -24.1% |
| 30D | -45.5% | +0.8% | -46.2% | -45.5% |
| 3M | -39.7% | +32.1% | -71.8% | -42.0% |
| 6M | -57.8% | +42.6% | -100.4% | -60.4% |
| YTD | +4.1% | +12.0% | -7.9% | +8.6% |
| 1Y | +20.8% | +12.2% | +8.7% | +26.0% |
| 3Y | +463.1% | +31.2% | +431.9% | +354.8% |
| All | +463.1% | +32.2% | +431.0% | +354.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling