+35.0%
CAH vs PTC
+0.1%
+35.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.0% | +3.5% |
| 7D | +7.0% | +0.1% | +6.9% | +7.0% |
| 30D | +12.4% | +1.5% | +10.8% | +12.3% |
| 3M | +12.2% | +37.8% | -25.6% | +11.4% |
| 6M | +33.2% | +41.2% | -8.0% | +31.6% |
| YTD | +28.4% | +12.0% | +16.3% | +27.2% |
| 1Y | +35.0% | +1.6% | +33.4% | +33.1% |
| All | +35.0% | +0.1% | +35.0% | +33.1% |
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 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