+78.9%
CTVA vs PTC
+61.7%
+17.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.1% | +0.4% |
| 7D | +2.4% | +1.3% | +1.2% | +2.2% |
| 30D | -8.1% | +1.1% | -9.2% | -8.3% |
| 3M | +6.3% | +30.1% | -23.9% | +0.5% |
| 6M | +0.4% | +34.0% | -33.6% | -5.9% |
| YTD | +21.8% | +12.8% | +9.0% | +18.6% |
| 1Y | +24.9% | +10.7% | +14.1% | +22.1% |
| 3Y | +92.3% | +29.6% | +62.7% | +77.5% |
| 5Y | +78.9% | +63.5% | +15.3% | +53.3% |
| All | +78.9% | +61.7% | +17.2% | +53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling