+72.5%
CART vs PTC
+36.3%
+36.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +28.3% |
| 3M | +29.1% | +32.1% | -3.0% | +18.5% |
| 6M | +44.7% | +42.6% | +2.1% | +28.7% |
| YTD | +29.2% | +12.0% | +17.2% | +25.4% |
| 1Y | +66.2% | +12.2% | +54.0% | +61.0% |
| 3Y | +112.8% | +31.2% | +81.6% | +55.1% |
| All | +72.5% | +36.3% | +36.2% | +17.1% |
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 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