-18.1%
CAG vs PTC
-37.0%
+18.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | -5.9% | -14.2% | +8.3% | -4.6% |
| 30D | -1.5% | -14.4% | +12.9% | -0.3% |
| 3M | +11.5% | -4.7% | +16.2% | +10.6% |
| 6M | -15.7% | -19.3% | +3.6% | -16.2% |
| YTD | -10.2% | -26.1% | +15.9% | -10.1% |
| 1Y | -18.1% | -37.1% | +19.0% | -17.6% |
| All | -18.1% | -37.0% | +18.9% | -17.6% |
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