+7.7%
CARR vs PTC
+0.6%
+7.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.1% | -2.2% |
| 7D | -4.1% | -14.2% | +10.1% | +0.7% |
| 30D | -11.0% | -14.4% | +3.5% | -6.6% |
| 3M | -16.4% | -4.7% | -11.7% | -16.3% |
| 6M | -2.4% | -19.3% | +16.9% | +3.9% |
| YTD | +8.4% | -26.1% | +34.5% | +19.2% |
| 1Y | -8.0% | -37.1% | +29.1% | +8.5% |
| 3Y | +0.6% | -10.4% | +11.0% | -1.6% |
| 5Y | +7.7% | +2.5% | +5.3% | -5.2% |
| All | +7.7% | +0.6% | +7.1% | -5.2% |
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