-19.9%
LVS vs PTC
-13.4%
-6.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.0% | +5.7% | +0.6% |
| 7D | -1.5% | -10.3% | +8.8% | +0.2% |
| 30D | -3.2% | +1.1% | -4.4% | -4.0% |
| 3M | -12.0% | +1.6% | -13.6% | -12.7% |
| 6M | -19.9% | -13.5% | -6.4% | -19.0% |
| All | -19.9% | -13.4% | -6.5% | -19.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling