+57.2%
CVS vs PTC
+315.4%
-258.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.3% | +4.1% | +4.4% |
| 7D | -2.6% | +1.3% | -3.9% | -2.8% |
| 30D | +4.0% | +1.1% | +3.0% | +3.9% |
| 3M | -6.3% | +30.1% | -36.4% | -10.5% |
| 6M | -0.4% | +34.0% | -34.4% | -5.7% |
| YTD | +15.6% | +12.8% | +2.8% | +12.4% |
| 1Y | +18.3% | +10.7% | +7.6% | +15.3% |
| 3Y | +47.3% | +29.6% | +17.6% | +37.8% |
| 5Y | +13.2% | +63.5% | -50.4% | +0.2% |
| 10Y | +57.2% | +316.7% | -259.5% | +21.3% |
| All | +57.2% | +315.4% | -258.2% | +21.3% |
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 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