+71.8%
CB vs PTC
+32.2%
+39.6%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | +0.2% | -0.2% | +0.5% | +0.3% |
| 30D | +9.1% | +0.8% | +8.3% | +9.0% |
| 3M | +3.4% | +32.1% | -28.7% | +1.3% |
| 6M | +14.1% | +42.6% | -28.5% | +10.4% |
| YTD | +18.0% | +12.0% | +6.0% | +16.6% |
| 1Y | +30.1% | +12.2% | +18.0% | +28.5% |
| 3Y | +71.8% | +31.2% | +40.6% | +65.0% |
| All | +71.8% | +32.2% | +39.6% | +65.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling