+66.2%
CART vs PTC
+5.5%
+60.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.3% | +0.5% |
| 7D | +3.0% | -0.2% | +3.2% | +3.0% |
| 30D | +28.6% | +0.8% | +27.8% | +28.4% |
| 3M | +29.1% | +32.1% | -3.0% | +21.5% |
| 6M | +44.7% | +42.6% | +2.1% | +34.1% |
| YTD | +29.2% | +12.0% | +17.2% | +32.8% |
| 1Y | +66.2% | +12.2% | +54.0% | +71.0% |
| All | +66.2% | +5.5% | +60.6% | +71.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling