+304.6%
CIEN vs PTC
+55.9%
+248.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.2% | +5.2% | +5.4% |
| 7D | -24.1% | -0.2% | -23.9% | -24.0% |
| 30D | -45.5% | +0.8% | -46.2% | -45.6% |
| 3M | -39.7% | +32.1% | -71.8% | -45.2% |
| 6M | -57.8% | +42.6% | -100.4% | -63.4% |
| YTD | +4.1% | +12.0% | -7.9% | +0.5% |
| 1Y | +20.8% | +12.2% | +8.7% | +16.6% |
| 3Y | +463.1% | +31.2% | +431.9% | +379.7% |
| All | +304.6% | +55.9% | +248.6% | +199.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling