+65.7%
CFG vs PTC
+61.7%
+4.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.8% | -0.5% |
| 7D | +0.7% | +1.3% | -0.6% | +0.4% |
| 30D | +2.8% | +1.1% | +1.7% | +2.5% |
| 3M | -10.1% | +30.1% | -40.2% | -18.0% |
| 6M | +3.2% | +34.0% | -30.8% | -7.6% |
| YTD | +14.2% | +12.8% | +1.4% | +9.2% |
| 1Y | +27.4% | +10.7% | +16.7% | +22.8% |
| 3Y | +187.6% | +29.6% | +157.9% | +150.0% |
| 5Y | +65.7% | +63.5% | +2.2% | +27.4% |
| All | +65.7% | +61.7% | +4.0% | +27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling