+341.4%
CG vs PTC
+204.7%
+136.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.5% | +3.3% | +0.6% |
| 7D | -1.3% | -12.8% | +11.5% | +5.7% |
| 30D | -3.2% | -9.8% | +6.6% | +1.8% |
| 3M | +6.2% | -2.1% | +8.3% | +5.6% |
| 6M | -4.7% | -18.1% | +13.4% | +3.4% |
| YTD | -20.6% | -23.5% | +2.9% | -10.8% |
| 1Y | -26.4% | -37.4% | +11.0% | -8.2% |
| 3Y | +55.4% | -7.2% | +62.6% | +56.0% |
| 5Y | +9.8% | +2.7% | +7.2% | +3.6% |
| 10Y | +341.4% | +203.4% | +137.9% | +157.7% |
| All | +341.4% | +204.7% | +136.6% | +157.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling