+60.4%
CVS vs PTC
+312.5%
-252.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +6.6% | +0.5% | +6.1% | +6.5% |
| 30D | -0.4% | +1.2% | -1.7% | -0.6% |
| 3M | -5.3% | +27.4% | -32.6% | -9.2% |
| 6M | -7.7% | +39.2% | -46.9% | -13.2% |
| YTD | +16.0% | +12.5% | +3.5% | +12.8% |
| 1Y | +16.2% | +12.3% | +3.9% | +13.0% |
| 3Y | +47.6% | +28.8% | +18.7% | +38.2% |
| 5Y | +12.3% | +60.9% | -48.6% | -0.3% |
| All | +60.4% | +312.5% | -252.0% | +24.5% |
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