+147.9%
CIEN vs PTC
+95.4%
+52.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.0% | +7.2% | +3.6% |
| 7D | -15.2% | -10.3% | -4.9% | -11.4% |
| 30D | -21.5% | +1.1% | -22.6% | -22.4% |
| 3M | -40.1% | +1.6% | -41.7% | -42.0% |
| 6M | -6.6% | -13.5% | +6.9% | -4.6% |
| YTD | +37.3% | -19.1% | +56.3% | +43.3% |
| 1Y | +174.5% | -33.9% | +208.4% | +211.3% |
| 3Y | +562.3% | -3.9% | +566.2% | +535.3% |
| 5Y | +463.9% | +6.0% | +457.9% | +409.4% |
| 10Y | +1,302.4% | +223.7% | +1,078.6% | +617.2% |
| All | +147.9% | +95.4% | +52.5% | -28.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling