-40.1%
CAG vs PTC
+62.1%
-102.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.4% |
| 7D | -1.8% | +0.5% | -2.2% | -1.8% |
| 30D | +9.7% | +0.9% | +8.8% | +9.6% |
| 3M | +0.5% | +30.4% | -29.9% | -1.0% |
| 6M | +8.9% | +34.4% | -25.5% | +6.7% |
| YTD | -8.4% | +12.6% | -20.9% | -9.3% |
| 1Y | -8.3% | +10.2% | -18.5% | -9.2% |
| 3Y | -36.1% | +29.4% | -65.5% | -38.0% |
| 5Y | -40.1% | +63.7% | -103.9% | -44.4% |
| All | -40.1% | +62.1% | -102.3% | -44.4% |
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