+122.4%
CF vs PTC
+59.6%
+62.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.3% | +6.5% | +6.2% |
| 7D | +0.4% | -0.1% | +0.5% | +0.4% |
| 30D | +2.2% | +0.8% | +1.4% | +2.1% |
| 3M | +2.1% | +39.6% | -37.5% | -3.2% |
| 6M | -6.5% | +41.5% | -48.0% | -11.9% |
| YTD | +55.6% | +11.7% | +43.9% | +53.3% |
| 1Y | +42.3% | +2.4% | +39.9% | +43.0% |
| 3Y | +55.7% | +31.9% | +23.8% | +47.3% |
| 5Y | +122.4% | +54.5% | +67.9% | +103.7% |
| All | +122.4% | +59.6% | +62.8% | +103.7% |
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