+5,967.0%
CF vs PTC
+782.8%
+5,184.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.0% | +2.8% | -0.9% |
| 7D | +6.0% | -10.3% | +16.3% | +10.4% |
| 30D | +14.8% | +1.1% | +13.7% | +13.9% |
| 3M | +14.1% | +1.6% | +12.4% | +11.6% |
| 6M | +28.5% | -13.5% | +42.0% | +33.0% |
| YTD | +74.9% | -19.1% | +94.0% | +84.7% |
| 1Y | +61.7% | -33.9% | +95.6% | +85.0% |
| 3Y | +80.3% | -3.9% | +84.2% | +72.5% |
| 5Y | +226.0% | +6.0% | +219.9% | +186.4% |
| 10Y | +569.9% | +223.7% | +346.1% | +223.8% |
| All | +5,967.0% | +782.8% | +5,184.2% | +1,377.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling