+75.7%
CTVA vs PTC
-10.6%
+86.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +1.9% | -0.8% |
| 7D | -5.8% | -13.6% | +7.8% | -3.8% |
| 30D | +11.1% | -14.7% | +25.7% | +13.6% |
| 3M | +13.2% | -5.9% | +19.1% | +13.7% |
| 6M | +8.7% | -21.1% | +29.8% | +13.7% |
| YTD | +27.3% | -26.0% | +53.3% | +35.2% |
| 1Y | +18.0% | -36.8% | +54.8% | +31.2% |
| All | +75.7% | -10.6% | +86.2% | +68.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling