+601.8%
CAG vs PTC
+6,346.6%
-5,744.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.0% | +5.1% | -0.5% |
| 7D | -3.8% | -10.3% | +6.5% | -3.1% |
| 30D | +3.1% | +1.1% | +2.0% | +3.0% |
| 3M | +23.5% | +1.6% | +21.9% | +23.1% |
| 6M | -14.8% | -13.5% | -1.4% | -14.2% |
| YTD | -5.4% | -19.1% | +13.6% | -4.4% |
| 1Y | -11.8% | -33.9% | +22.1% | -9.7% |
| 3Y | -36.7% | -3.9% | -32.8% | -37.0% |
| 5Y | -40.3% | +6.0% | -46.3% | -41.4% |
| 10Y | -37.0% | +223.7% | -260.7% | -43.3% |
| All | +601.8% | +6,346.6% | -5,744.8% | +251.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling