+320.3%
CFG vs PTC
+427.4%
-107.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.0% |
| 7D | -2.2% | -0.1% | -2.1% | -2.1% |
| 30D | +0.4% | +0.8% | -0.4% | +0.1% |
| 3M | -12.6% | +39.6% | -52.2% | -25.2% |
| 6M | +0.6% | +41.5% | -40.9% | -15.7% |
| YTD | +12.4% | +11.7% | +0.7% | +3.5% |
| 1Y | +27.7% | +2.4% | +25.2% | +21.8% |
| 3Y | +172.4% | +31.9% | +140.4% | +128.3% |
| 5Y | +64.0% | +54.5% | +9.4% | +25.6% |
| 10Y | +252.8% | +342.1% | -89.2% | +51.7% |
| All | +320.3% | +427.4% | -107.1% | +63.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling