-41.3%
CAG vs PTC
+1.8%
-43.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.5% | +4.1% | -1.0% |
| 7D | -5.3% | -12.8% | +7.5% | -4.4% |
| 30D | +1.0% | -9.8% | +10.8% | +1.7% |
| 3M | +17.4% | -2.1% | +19.4% | +17.2% |
| 6M | -16.8% | -18.1% | +1.3% | -16.1% |
| YTD | -6.8% | -23.5% | +16.7% | -5.6% |
| 1Y | -15.4% | -37.4% | +22.0% | -13.3% |
| 3Y | -37.1% | -7.2% | -29.9% | -37.8% |
| 5Y | -41.3% | +2.7% | -43.9% | -43.4% |
| All | -41.3% | +1.8% | -43.1% | -43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling