+463.0%
CF vs PTC
+312.8%
+150.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | +10.4% | +0.5% | +9.9% | +10.2% |
| 30D | +7.6% | +0.9% | +6.7% | +7.3% |
| 3M | +5.2% | +30.4% | -25.2% | -4.2% |
| 6M | -0.1% | +34.4% | -34.5% | -10.5% |
| YTD | +61.7% | +12.6% | +49.1% | +52.0% |
| 1Y | +50.3% | +10.2% | +40.1% | +42.4% |
| 3Y | +66.0% | +29.4% | +36.6% | +45.5% |
| 5Y | +114.5% | +63.7% | +50.8% | +67.2% |
| All | +463.0% | +312.8% | +150.3% | +192.8% |
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