+506.7%
CIEN vs PTC
+1.8%
+504.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -5.5% | +11.8% | +8.1% |
| 7D | -5.3% | -12.8% | +7.5% | -1.1% |
| 30D | -17.2% | -9.8% | -7.5% | -14.8% |
| 3M | -26.9% | -2.1% | -24.8% | -27.8% |
| 6M | +16.0% | -18.1% | +34.1% | +23.0% |
| YTD | +45.9% | -23.5% | +69.4% | +59.1% |
| 1Y | +186.8% | -37.4% | +224.2% | +246.1% |
| 3Y | +607.8% | -7.2% | +615.0% | +572.8% |
| 5Y | +506.7% | +2.7% | +504.1% | +414.3% |
| All | +506.7% | +1.8% | +504.9% | +414.3% |
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