+208.5%
CFG vs PTC
+312.5%
-103.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | +3.2% | +0.5% | +2.7% | +3.0% |
| 30D | +5.1% | +1.2% | +3.9% | +4.7% |
| 3M | -11.2% | +27.4% | -38.6% | -20.8% |
| 6M | +9.6% | +39.2% | -29.6% | -7.0% |
| YTD | +15.0% | +12.5% | +2.5% | +5.9% |
| 1Y | +29.9% | +12.3% | +17.6% | +19.8% |
| 3Y | +192.1% | +28.8% | +163.3% | +148.2% |
| 5Y | +62.3% | +60.9% | +1.4% | +22.7% |
| All | +208.5% | +312.5% | -103.9% | +48.8% |
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