+289.9%
CAH vs PTC
+200.2%
+89.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.5% | -1.6% |
| 7D | -5.1% | -14.2% | +9.2% | -2.5% |
| 30D | -1.8% | -14.4% | +12.7% | +0.8% |
| 3M | +9.4% | -4.7% | +14.1% | +9.5% |
| 6M | +9.2% | -19.3% | +28.6% | +12.6% |
| YTD | +15.7% | -26.1% | +41.8% | +21.0% |
| 1Y | +59.7% | -37.1% | +96.8% | +72.1% |
| 3Y | +178.5% | -10.4% | +188.9% | +173.3% |
| 5Y | +398.3% | +2.5% | +395.8% | +366.3% |
| All | +289.9% | +200.2% | +89.7% | +181.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling