+231.7%
CTVA vs PTC
+66.8%
+164.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.0% | +5.2% | +0.8% |
| 7D | +4.9% | -10.3% | +15.2% | +8.1% |
| 30D | +11.9% | +1.1% | +10.8% | +11.1% |
| 3M | +13.7% | +1.6% | +12.1% | +11.9% |
| 6M | +13.1% | -13.5% | +26.6% | +16.5% |
| YTD | +32.0% | -19.1% | +51.0% | +38.3% |
| 1Y | +22.1% | -33.9% | +55.9% | +36.4% |
| 3Y | +77.5% | -3.9% | +81.4% | +71.2% |
| 5Y | +106.3% | +6.0% | +100.2% | +87.6% |
| All | +231.7% | +66.8% | +164.9% | +100.3% |
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 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