+4,981.1%
CF vs PTC
+1,121.8%
+3,859.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.6% | -5.0% | -4.6% |
| 7D | -6.9% | +0.1% | -7.0% | -6.9% |
| 30D | -3.7% | +1.5% | -5.3% | -4.3% |
| 3M | -5.0% | +37.8% | -42.7% | -18.3% |
| 6M | -10.5% | +41.2% | -51.7% | -24.9% |
| YTD | +46.5% | +12.0% | +34.5% | +33.3% |
| 1Y | +34.8% | +1.6% | +33.2% | +27.5% |
| 3Y | +46.7% | +32.3% | +14.4% | +21.3% |
| 5Y | +112.0% | +61.4% | +50.6% | +54.4% |
| 10Y | +529.7% | +343.4% | +186.3% | +164.2% |
| All | +4,981.1% | +1,121.8% | +3,859.3% | +965.9% |
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