-9.6%
CAG vs PTC
+10.7%
-20.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.4% | +1.2% |
| 7D | -3.3% | +0.5% | -3.8% | -3.4% |
| 30D | +7.7% | +1.2% | +6.4% | +7.6% |
| 3M | -3.2% | +27.4% | -30.5% | -3.3% |
| 6M | +7.0% | +39.2% | -32.2% | +4.6% |
| YTD | -9.0% | +12.5% | -21.5% | -11.8% |
| 1Y | -9.6% | +12.3% | -21.9% | -12.4% |
| All | -9.6% | +10.7% | -20.3% | -12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling