+219.8%
CFG vs PTC
+317.3%
-97.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -0.8% | +0.5% | -1.3% | -1.0% |
| 30D | +3.1% | +0.9% | +2.2% | +2.8% |
| 3M | -9.7% | +30.4% | -40.1% | -20.2% |
| 6M | +6.7% | +34.4% | -27.7% | -8.0% |
| YTD | +15.2% | +12.6% | +2.6% | +6.1% |
| 1Y | +28.8% | +10.2% | +18.6% | +19.7% |
| 3Y | +190.1% | +29.4% | +160.7% | +146.0% |
| 5Y | +63.4% | +63.7% | -0.4% | +22.5% |
| 10Y | +219.8% | +316.9% | -97.1% | +53.2% |
| All | +219.8% | +317.3% | -97.6% | +53.2% |
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