-38.4%
LVS vs PTC
+10.6%
-49.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -1.3% | +0.5% | -1.7% | -1.3% |
| 30D | +12.2% | +0.9% | +11.3% | +12.1% |
| 3M | -11.3% | +30.4% | -41.7% | -14.3% |
| 6M | -21.6% | +34.4% | -56.0% | -24.6% |
| YTD | -36.6% | +12.6% | -49.2% | -35.6% |
| 1Y | -38.4% | +10.2% | -48.6% | -37.1% |
| All | -38.4% | +10.6% | -49.0% | -37.1% |
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 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