+39.2%
LVS vs PTC
+1,218.6%
-1,179.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -1.3% | +0.5% | -1.7% | -1.5% |
| 30D | +12.2% | +0.9% | +11.3% | +11.7% |
| 3M | -11.3% | +30.4% | -41.7% | -25.3% |
| 6M | -21.6% | +34.4% | -56.0% | -36.0% |
| YTD | -36.6% | +12.6% | -49.2% | -43.7% |
| 1Y | -38.4% | +10.2% | -48.6% | -44.7% |
| 3Y | -10.2% | +29.4% | -39.5% | -28.5% |
| 5Y | +9.4% | +63.7% | -54.3% | -24.3% |
| 10Y | -11.3% | +316.9% | -328.2% | -67.3% |
| All | +39.2% | +1,218.6% | -1,179.4% | -78.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling