+1.5%
CARR vs PTC
-9.2%
+10.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +1.1% |
| 7D | -3.8% | -7.3% | +3.5% | -2.0% |
| 30D | -8.9% | -11.6% | +2.7% | -6.3% |
| 3M | -17.3% | +10.5% | -27.8% | -20.3% |
| 6M | -1.4% | -17.8% | +16.4% | +4.5% |
| YTD | +10.0% | -24.9% | +34.9% | +20.7% |
| 1Y | -6.4% | -36.8% | +30.5% | +11.4% |
| 3Y | +1.5% | -8.7% | +10.3% | -5.7% |
| All | +1.5% | -9.2% | +10.8% | -5.7% |
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