+9.5%
LVS vs PTC
+61.7%
-52.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.2% | +1.5% |
| 7D | +6.7% | +1.3% | +5.4% | +6.2% |
| 30D | +13.8% | +1.1% | +12.7% | +13.3% |
| 3M | -9.5% | +30.1% | -39.6% | -19.5% |
| 6M | -22.0% | +34.0% | -56.0% | -32.2% |
| YTD | -35.7% | +12.8% | -48.5% | -39.5% |
| 1Y | -36.7% | +10.7% | -47.4% | -40.0% |
| 3Y | -8.8% | +29.6% | -38.5% | -25.6% |
| 5Y | +9.5% | +63.5% | -54.0% | -22.8% |
| All | +9.5% | +61.7% | -52.2% | -22.8% |
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