+575.5%
CAG vs PTC
+8,860.0%
-8,284.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.0% |
| 6M | +7.0% | +39.2% | -32.2% | +4.1% |
| YTD | -9.0% | +12.5% | -21.5% | -10.3% |
| 1Y | -9.6% | +12.3% | -21.9% | -10.9% |
| 3Y | -36.0% | +28.8% | -64.8% | -37.8% |
| 5Y | -40.9% | +60.9% | -101.7% | -43.7% |
| 10Y | -37.3% | +316.6% | -353.9% | -44.7% |
| All | +575.5% | +8,860.0% | -8,284.5% | +229.6% |
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 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