+60.7%
CAH vs PTC
-39.6%
+100.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | -0.3% |
| 7D | -2.2% | -13.6% | +11.3% | -2.7% |
| 30D | +1.2% | -14.7% | +15.8% | +0.7% |
| 3M | +13.1% | -5.9% | +19.0% | +12.2% |
| 6M | +8.5% | -21.1% | +29.6% | +8.2% |
| YTD | +17.6% | -26.0% | +43.6% | +16.3% |
| 1Y | +60.7% | -36.8% | +97.5% | +56.9% |
| All | +60.7% | -39.6% | +100.3% | +56.9% |
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 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