-11.3%
LVS vs PTC
+317.3%
-328.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -1.3% | +0.5% | -1.7% | -1.4% |
| 30D | +12.2% | +0.9% | +11.3% | +11.8% |
| 3M | -11.3% | +30.4% | -41.7% | -22.5% |
| 6M | -21.6% | +34.4% | -56.0% | -33.1% |
| YTD | -36.6% | +12.6% | -49.2% | -41.7% |
| 1Y | -38.4% | +10.2% | -48.6% | -42.9% |
| 3Y | -10.2% | +29.4% | -39.5% | -25.3% |
| 5Y | +9.4% | +63.7% | -54.3% | -19.6% |
| 10Y | -11.3% | +316.9% | -328.2% | -54.3% |
| All | -11.3% | +317.3% | -328.6% | -54.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling