+1,907.2%
CVS vs PTC
+6,346.6%
-4,439.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.0% | +5.6% | +0.1% |
| 7D | +4.0% | -10.3% | +14.2% | +5.0% |
| 30D | -2.4% | +1.1% | -3.5% | -2.6% |
| 3M | +2.7% | +1.6% | +1.0% | +2.1% |
| 6M | +21.9% | -13.5% | +35.3% | +23.0% |
| YTD | +24.7% | -19.1% | +43.8% | +26.6% |
| 1Y | +35.4% | -33.9% | +69.3% | +40.1% |
| 3Y | +65.2% | -3.9% | +69.1% | +63.7% |
| 5Y | +30.5% | +6.0% | +24.5% | +27.2% |
| 10Y | +40.4% | +223.7% | -183.4% | +20.2% |
| All | +1,907.2% | +6,346.6% | -4,439.5% | +781.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling