+65.4%
CVS vs PTC
-2.9%
+68.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.0% | +5.6% | -0.1% |
| 7D | +4.0% | -10.3% | +14.2% | +4.7% |
| 30D | -2.4% | +1.1% | -3.5% | -2.6% |
| 3M | +2.7% | +1.6% | +1.0% | +2.3% |
| 6M | +21.9% | -13.5% | +35.3% | +24.1% |
| YTD | +24.7% | -19.1% | +43.8% | +28.3% |
| 1Y | +35.4% | -33.9% | +69.3% | +44.2% |
| All | +65.4% | -2.9% | +68.2% | +59.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling