+104.2%
CB vs PTC
+61.7%
+42.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.2% | +1.5% |
| 7D | +0.7% | +1.3% | -0.6% | +0.6% |
| 30D | +8.2% | +1.1% | +7.1% | +8.1% |
| 3M | +6.3% | +30.1% | -23.9% | +2.7% |
| 6M | +16.2% | +34.0% | -17.8% | +11.3% |
| YTD | +19.3% | +12.8% | +6.5% | +16.9% |
| 1Y | +29.2% | +10.7% | +18.5% | +26.9% |
| 3Y | +71.4% | +29.6% | +41.8% | +60.3% |
| 5Y | +104.2% | +63.5% | +40.7% | +79.2% |
| All | +104.2% | +61.7% | +42.5% | +79.2% |
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