+17,150.5%
CAH vs PTC
+8,866.4%
+8,284.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +5.9% | +0.5% | +5.4% | +5.9% |
| 30D | +16.5% | +0.9% | +15.6% | +16.4% |
| 3M | +15.7% | +30.4% | -14.6% | +11.6% |
| 6M | +52.7% | +34.4% | +18.3% | +46.2% |
| YTD | +36.3% | +12.6% | +23.7% | +32.9% |
| 1Y | +36.7% | +10.2% | +26.6% | +33.6% |
| 3Y | +178.2% | +29.4% | +148.8% | +164.4% |
| 5Y | +515.8% | +63.7% | +452.0% | +464.9% |
| 10Y | +411.8% | +316.9% | +95.0% | +314.3% |
| All | +17,150.5% | +8,866.4% | +8,284.1% | +7,261.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling