+219.9%
CTVA vs PTC
+52.4%
+167.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +1.9% | -0.4% |
| 7D | -5.8% | -13.6% | +7.8% | -1.9% |
| 30D | +11.1% | -14.7% | +25.7% | +15.8% |
| 3M | +13.2% | -5.9% | +19.1% | +13.8% |
| 6M | +8.7% | -21.1% | +29.8% | +14.9% |
| YTD | +27.3% | -26.0% | +53.3% | +36.8% |
| 1Y | +18.0% | -36.8% | +54.8% | +33.3% |
| 3Y | +76.5% | -10.3% | +86.8% | +73.3% |
| 5Y | +105.1% | +1.2% | +103.9% | +87.9% |
| All | +219.9% | +52.4% | +167.5% | +98.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling