-14.1%
CG vs PTC
+0.1%
-14.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.6% | +3.9% | +4.5% |
| 7D | +9.4% | +0.1% | +9.3% | +9.4% |
| 30D | +8.7% | +1.5% | +7.2% | +8.5% |
| 3M | -15.0% | +37.8% | -52.7% | -18.7% |
| 6M | -13.2% | +41.2% | -54.4% | -17.8% |
| YTD | -26.2% | +12.0% | -38.2% | -23.0% |
| 1Y | -14.1% | +1.6% | -15.7% | -8.6% |
| All | -14.1% | +0.1% | -14.2% | -8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling