+22.1%
CTVA vs PTC
-33.3%
+55.3%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.0% | +5.2% | -1.2% |
| 7D | +4.9% | -10.3% | +15.2% | +4.3% |
| 30D | +11.9% | +1.1% | +10.8% | +12.0% |
| 3M | +13.7% | +1.6% | +12.1% | +13.8% |
| 6M | +13.1% | -13.5% | +26.6% | +14.5% |
| YTD | +32.0% | -19.1% | +51.0% | +35.4% |
| 1Y | +22.1% | -33.9% | +55.9% | +29.6% |
| All | +22.1% | -33.3% | +55.3% | +29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling