+481.0%
CF vs PTC
+315.4%
+165.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.2% | +2.5% |
| 7D | +4.8% | +1.3% | +3.5% | +4.4% |
| 30D | +9.7% | +1.1% | +8.6% | +9.4% |
| 3M | +1.2% | +30.1% | -28.9% | -7.7% |
| 6M | +7.4% | +34.0% | -26.7% | -3.8% |
| YTD | +60.5% | +12.8% | +47.7% | +50.8% |
| 1Y | +50.7% | +10.7% | +40.0% | +42.5% |
| 3Y | +64.8% | +29.6% | +35.2% | +44.4% |
| 5Y | +115.8% | +63.5% | +52.2% | +68.3% |
| 10Y | +481.0% | +316.7% | +164.3% | +203.2% |
| All | +481.0% | +315.4% | +165.7% | +203.2% |
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 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