+190.6%
CFG vs PTC
+30.6%
+160.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.9% |
| 7D | +0.3% | +0.8% | -0.5% | +0.1% |
| 30D | +3.2% | +0.7% | +2.5% | +3.1% |
| 3M | -9.7% | +32.6% | -42.3% | -15.5% |
| 6M | +3.6% | +33.6% | -29.9% | -3.5% |
| YTD | +14.7% | +12.4% | +2.3% | +14.4% |
| 1Y | +29.6% | +11.2% | +18.3% | +29.9% |
| 3Y | +190.6% | +31.7% | +158.9% | +126.8% |
| All | +190.6% | +30.6% | +160.0% | +126.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling