+73.5%
CART vs PTC
+36.9%
+36.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | +1.5% | +0.8% | +0.7% | +1.3% |
| 30D | +22.4% | +0.7% | +21.7% | +22.2% |
| 3M | +16.5% | +32.6% | -16.1% | +6.9% |
| 6M | +44.9% | +33.6% | +11.3% | +32.4% |
| YTD | +30.0% | +12.4% | +17.5% | +26.0% |
| 1Y | +59.1% | +11.2% | +47.9% | +54.6% |
| 3Y | +138.8% | +31.7% | +107.1% | +73.8% |
| All | +73.5% | +36.9% | +36.6% | +17.7% |
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 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