+57.1%
CG vs PTC
-3.9%
+61.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.0% | +4.4% | +1.5% |
| 7D | -4.3% | -10.3% | +5.9% | +1.1% |
| 30D | -5.1% | +1.1% | -6.2% | -6.0% |
| 3M | +8.7% | +1.6% | +7.1% | +6.5% |
| 6M | -9.2% | -13.5% | +4.2% | -2.1% |
| YTD | -18.9% | -19.1% | +0.2% | -8.7% |
| 1Y | -25.6% | -33.9% | +8.2% | -4.2% |
| All | +57.1% | -3.9% | +61.0% | +42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling