+509.2%
CAH vs PTC
+61.7%
+447.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.9% |
| 7D | +9.4% | +1.3% | +8.1% | +9.3% |
| 30D | +16.5% | +1.1% | +15.4% | +16.4% |
| 3M | +17.0% | +30.1% | -13.2% | +13.5% |
| 6M | +51.4% | +34.0% | +17.4% | +46.0% |
| YTD | +36.0% | +12.8% | +23.1% | +34.0% |
| 1Y | +36.0% | +10.7% | +25.3% | +34.3% |
| 3Y | +177.5% | +29.6% | +147.8% | +160.4% |
| 5Y | +509.2% | +63.5% | +445.6% | +436.5% |
| All | +509.2% | +61.7% | +447.5% | +436.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling