+87.9%
CIEN vs PTC
+170.2%
-82.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -48.3% |
| 6M | -57.8% | +42.6% | -100.4% | -65.9% |
| YTD | +4.1% | +12.0% | -7.9% | -8.1% |
| 1Y | +20.8% | +12.2% | +8.7% | +6.6% |
| 3Y | +463.1% | +31.2% | +431.9% | +359.9% |
| 5Y | +302.3% | +54.9% | +247.4% | +201.5% |
| 10Y | +1,164.4% | +343.1% | +821.2% | +451.4% |
| All | +87.9% | +170.2% | -82.3% | -54.4% |
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 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