-37.2%
CAG vs PTC
+200.2%
-237.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | -5.9% | -14.2% | +8.3% | -4.5% |
| 30D | -1.5% | -14.4% | +12.9% | -0.1% |
| 3M | +11.5% | -4.7% | +16.2% | +11.6% |
| 6M | -15.7% | -19.3% | +3.6% | -14.3% |
| YTD | -10.2% | -26.1% | +15.9% | -8.0% |
| 1Y | -18.1% | -37.1% | +19.0% | -14.8% |
| 3Y | -39.4% | -10.4% | -29.0% | -39.8% |
| 5Y | -42.6% | +2.5% | -45.1% | -44.4% |
| All | -37.2% | +200.2% | -237.4% | -47.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling