+470.7%
CF vs PTC
+313.0%
+157.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.3% |
| 7D | +5.4% | +0.8% | +4.5% | +5.1% |
| 30D | +6.5% | +1.2% | +5.4% | +6.2% |
| 3M | +4.6% | +32.6% | -28.0% | -5.2% |
| 6M | -3.3% | +36.1% | -39.4% | -13.8% |
| YTD | +63.9% | +12.7% | +51.2% | +54.0% |
| 1Y | +50.4% | +10.2% | +40.3% | +42.5% |
| 3Y | +68.2% | +29.4% | +38.8% | +47.5% |
| 5Y | +113.8% | +61.1% | +52.8% | +67.8% |
| All | +470.7% | +313.0% | +157.7% | +196.8% |
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