+243.0%
CB vs PTC
+326.2%
-83.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -1.5% | +0.8% | -2.3% | -1.6% |
| 30D | +6.5% | +0.7% | +5.8% | +6.4% |
| 3M | +4.1% | +32.6% | -28.5% | -1.8% |
| 6M | +14.4% | +33.6% | -19.2% | +7.3% |
| YTD | +17.5% | +12.4% | +5.1% | +13.4% |
| 1Y | +27.5% | +11.2% | +16.3% | +23.3% |
| 3Y | +71.6% | +31.7% | +39.9% | +57.2% |
| 5Y | +100.6% | +60.1% | +40.6% | +73.0% |
| 10Y | +243.0% | +317.2% | -74.2% | +136.3% |
| All | +243.0% | +326.2% | -83.2% | +136.3% |
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