+414.1%
CARR vs PTC
+168.4%
+245.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.1% | -2.2% |
| 7D | -4.1% | -14.2% | +10.1% | +1.0% |
| 30D | -11.0% | -14.4% | +3.5% | -6.2% |
| 3M | -16.4% | -4.7% | -11.7% | -16.4% |
| 6M | -2.4% | -19.3% | +16.9% | +3.7% |
| YTD | +8.4% | -26.1% | +34.5% | +18.7% |
| 1Y | -8.0% | -37.1% | +29.1% | +7.7% |
| 3Y | +0.6% | -10.4% | +11.0% | -0.7% |
| 5Y | +7.7% | +2.5% | +5.3% | -1.5% |
| All | +414.1% | +168.4% | +245.7% | +164.4% |
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