-18.9%
CG vs PTC
+10.9%
-29.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.8% | -1.5% |
| 7D | +2.0% | +1.3% | +0.7% | +1.8% |
| 30D | +8.5% | +1.1% | +7.5% | +8.4% |
| 3M | -12.1% | +30.1% | -42.3% | -15.0% |
| 6M | -16.4% | +34.0% | -50.5% | -19.1% |
| YTD | -28.0% | +12.8% | -40.8% | -20.9% |
| 1Y | -18.9% | +10.7% | -29.6% | -9.9% |
| All | -18.9% | +10.9% | -29.8% | -9.9% |
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