-21.9%
KVUE vs PTC
+6.5%
-28.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.5% | +3.6% | -1.4% |
| 7D | -1.9% | -12.8% | +10.9% | -0.9% |
| 30D | -3.3% | -9.8% | +6.5% | -2.6% |
| 3M | +6.0% | -2.1% | +8.0% | +5.8% |
| 6M | +2.3% | -18.1% | +20.4% | +3.6% |
| YTD | +10.3% | -23.5% | +33.9% | +12.4% |
| 1Y | +4.6% | -37.4% | +41.9% | +8.8% |
| 3Y | -2.2% | -7.2% | +5.0% | -8.6% |
| All | -21.9% | +6.5% | -28.4% | -26.4% |
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