+10.4%
LVS vs PTC
+0.8%
+9.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | -0.1% |
| 7D | -2.7% | -13.6% | +10.9% | +3.4% |
| 30D | -4.7% | -14.7% | +10.0% | +1.5% |
| 3M | -15.6% | -5.9% | -9.7% | -14.8% |
| 6M | -18.6% | -21.1% | +2.5% | -11.0% |
| YTD | -32.3% | -26.0% | -6.2% | -23.7% |
| 1Y | -18.0% | -36.8% | +18.8% | -0.7% |
| 3Y | -5.8% | -10.3% | +4.4% | -10.8% |
| All | +10.4% | +0.8% | +9.6% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling