+4.7%
CARR vs PTC
+60.7%
-56.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +3.5% | +0.5% | +3.0% | +3.3% |
| 30D | +0.4% | +1.2% | -0.9% | 0.0% |
| 3M | -14.1% | +27.4% | -41.4% | -20.9% |
| 6M | -16.7% | +39.2% | -55.9% | -26.4% |
| YTD | +4.2% | +12.5% | -8.3% | -0.2% |
| 1Y | -0.2% | +12.3% | -12.5% | -4.4% |
| 3Y | +10.9% | +28.8% | -18.0% | -3.5% |
| All | +4.7% | +60.7% | -56.0% | -18.8% |
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