+316.4%
CFG vs PTC
+428.6%
-112.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.2% | -1.0% |
| 7D | -0.9% | -0.2% | -0.7% | -0.8% |
| 30D | +1.1% | +0.8% | +0.3% | +0.8% |
| 3M | -12.0% | +32.1% | -44.1% | -22.9% |
| 6M | -2.2% | +42.6% | -44.9% | -18.3% |
| YTD | +11.4% | +12.0% | -0.6% | +2.5% |
| 1Y | +27.8% | +12.2% | +15.7% | +17.5% |
| 3Y | +173.3% | +31.2% | +142.1% | +129.7% |
| 5Y | +62.4% | +54.9% | +7.5% | +24.3% |
| 10Y | +249.6% | +343.1% | -93.6% | +50.1% |
| All | +316.4% | +428.6% | -112.2% | +61.8% |
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 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