-8.8%
LVS vs PTC
+31.6%
-40.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.2% | +1.5% |
| 7D | +6.7% | +1.3% | +5.4% | +6.4% |
| 30D | +13.8% | +1.1% | +12.7% | +13.5% |
| 3M | -9.5% | +30.1% | -39.6% | -15.3% |
| 6M | -22.0% | +34.0% | -56.0% | -28.0% |
| YTD | -35.7% | +12.8% | -48.5% | -37.1% |
| 1Y | -36.7% | +10.7% | -47.4% | -37.8% |
| 3Y | -8.8% | +29.6% | -38.5% | -30.1% |
| All | -8.8% | +31.6% | -40.5% | -30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling