+5.7%
CVS vs PTC
+55.9%
-50.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.1% |
| 7D | -7.1% | -0.2% | -6.9% | -7.1% |
| 30D | -4.0% | +0.8% | -4.7% | -4.1% |
| 3M | -12.2% | +32.1% | -44.3% | -15.2% |
| 6M | -2.2% | +42.6% | -44.8% | -6.8% |
| YTD | +8.9% | +12.0% | -3.1% | +7.8% |
| 1Y | +9.9% | +12.2% | -2.3% | +8.7% |
| 3Y | +32.1% | +31.2% | +0.9% | +24.8% |
| All | +5.7% | +55.9% | -50.2% | -5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling