+131.2%
CTVA vs PTC
+132.1%
-0.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | +0.1% | -24.4% | -24.3% |
| 7D | -23.7% | +0.8% | -24.5% | -23.8% |
| 30D | -31.2% | +1.2% | -32.4% | -31.4% |
| 3M | -18.7% | +32.6% | -51.3% | -25.8% |
| 6M | -25.5% | +36.1% | -61.6% | -33.1% |
| YTD | -8.0% | +12.7% | -20.7% | -12.9% |
| 1Y | -7.0% | +10.2% | -17.2% | -11.4% |
| 3Y | +45.2% | +29.4% | +15.8% | +28.2% |
| 5Y | +32.3% | +61.1% | -28.8% | +5.4% |
| All | +131.2% | +132.1% | -0.9% | +26.1% |
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 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