+183.7%
CAH vs PTC
-8.0%
+191.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.5% | +2.8% | -2.5% |
| 7D | +0.5% | -12.8% | +13.3% | +1.0% |
| 30D | +1.7% | -9.8% | +11.5% | +2.1% |
| 3M | +17.9% | -2.1% | +19.9% | +17.5% |
| 6M | +10.9% | -18.1% | +29.0% | +12.2% |
| YTD | +17.9% | -23.5% | +41.4% | +19.6% |
| 1Y | +61.7% | -37.4% | +99.1% | +67.0% |
| 3Y | +183.7% | -7.2% | +191.0% | +171.3% |
| All | +183.7% | -8.0% | +191.8% | +171.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling