+192.1%
CFG vs PTC
+29.1%
+163.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +3.2% | +0.5% | +2.7% | +3.1% |
| 30D | +5.1% | +1.2% | +3.9% | +4.9% |
| 3M | -11.2% | +27.4% | -38.6% | -15.9% |
| 6M | +9.6% | +39.2% | -29.6% | +0.4% |
| YTD | +15.0% | +12.5% | +2.5% | +14.7% |
| 1Y | +29.9% | +12.3% | +17.6% | +29.6% |
| 3Y | +192.1% | +28.8% | +163.3% | +130.9% |
| All | +192.1% | +29.1% | +163.0% | +130.9% |
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 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