+31.5%
CVS vs PTC
+1.8%
+29.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.5% | +4.8% | 0.0% |
| 7D | -1.6% | -12.8% | +11.2% | +0.1% |
| 30D | +0.4% | -9.8% | +10.2% | +1.5% |
| 3M | -0.4% | -2.1% | +1.6% | -0.7% |
| 6M | +25.1% | -18.1% | +43.2% | +28.3% |
| YTD | +23.9% | -23.5% | +47.4% | +28.3% |
| 1Y | +41.1% | -37.4% | +78.4% | +51.4% |
| 3Y | +63.6% | -7.2% | +70.8% | +60.4% |
| 5Y | +31.5% | +2.7% | +28.9% | +26.1% |
| All | +31.5% | +1.8% | +29.7% | +26.1% |
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