+247.9%
CB vs PTC
+313.0%
-65.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | 0.0% | +0.8% | -0.8% | -0.1% |
| 30D | +7.4% | +1.2% | +6.2% | +7.2% |
| 3M | +8.6% | +32.6% | -24.0% | +2.5% |
| 6M | +16.1% | +36.1% | -19.9% | +8.6% |
| YTD | +20.2% | +12.7% | +7.5% | +16.0% |
| 1Y | +27.2% | +10.2% | +17.0% | +23.2% |
| 3Y | +72.7% | +29.4% | +43.2% | +58.8% |
| 5Y | +105.9% | +61.1% | +44.9% | +77.4% |
| All | +247.9% | +313.0% | -65.1% | +139.6% |
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