+441.9%
CARR vs PTC
+194.0%
+247.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.0% | +7.1% | +3.2% |
| 7D | +1.6% | -10.3% | +11.8% | +5.4% |
| 30D | -8.7% | +1.1% | -9.9% | -9.5% |
| 3M | -12.6% | +1.6% | -14.2% | -14.3% |
| 6M | -1.5% | -13.5% | +11.9% | +2.2% |
| YTD | +14.3% | -19.1% | +33.4% | +21.3% |
| 1Y | -4.6% | -33.9% | +29.3% | +10.2% |
| 3Y | +7.3% | -3.9% | +11.2% | +3.5% |
| 5Y | +11.6% | +6.0% | +5.6% | +1.2% |
| All | +441.9% | +194.0% | +247.9% | +170.1% |
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