+539.0%
CIEN vs PTC
+29.1%
+509.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.4% | -4.6% |
| 7D | +15.3% | +0.5% | +14.8% | +15.2% |
| 30D | -22.0% | +1.2% | -23.2% | -22.1% |
| 3M | -36.6% | +27.4% | -64.0% | -38.5% |
| 6M | -51.5% | +39.2% | -90.6% | -53.7% |
| YTD | +20.0% | +12.5% | +7.4% | +25.1% |
| 1Y | +44.5% | +12.3% | +32.2% | +50.8% |
| 3Y | +539.0% | +28.8% | +510.2% | +459.4% |
| All | +539.0% | +29.1% | +509.9% | +459.4% |
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