-1.1%
KVUE vs PTC
-36.4%
+35.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.1% |
| 7D | -5.1% | -7.3% | +2.1% | -5.0% |
| 30D | -6.3% | -11.6% | +5.3% | -6.1% |
| 3M | -0.5% | +10.5% | -11.0% | -0.5% |
| 6M | +3.1% | -17.8% | +20.9% | +1.6% |
| YTD | +6.7% | -24.9% | +31.6% | +3.6% |
| 1Y | -1.1% | -36.8% | +35.7% | -12.2% |
| All | -1.1% | -36.4% | +35.3% | -12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling