+48.4%
CART vs PTC
+10.3%
+38.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | +1.2% | +0.8% | +0.3% | +1.0% |
| 30D | +17.8% | +1.2% | +16.6% | +17.5% |
| 3M | +20.7% | +32.6% | -11.9% | +13.7% |
| 6M | +49.7% | +36.1% | +13.6% | +41.7% |
| YTD | +30.0% | +12.7% | +17.4% | +31.3% |
| 1Y | +48.4% | +10.2% | +38.2% | +49.8% |
| All | +48.4% | +10.3% | +38.1% | +49.8% |
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 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