+217.6%
CB vs PTC
+224.0%
-6.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.0% | +4.1% | -0.8% |
| 7D | +0.5% | -10.3% | +10.8% | +2.5% |
| 30D | -3.1% | +1.1% | -4.2% | -3.5% |
| 3M | +9.0% | +1.6% | +7.3% | +8.0% |
| 6M | +2.9% | -13.5% | +16.3% | +4.9% |
| YTD | +10.1% | -19.1% | +29.2% | +13.4% |
| 1Y | +22.8% | -33.9% | +56.7% | +31.3% |
| 3Y | +73.8% | -3.9% | +77.7% | +69.4% |
| 5Y | +99.2% | +6.0% | +93.1% | +86.7% |
| All | +217.6% | +224.0% | -6.4% | +127.3% |
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