+45.0%
CG vs PTC
+29.1%
+15.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.2% | +1.1% |
| 7D | +0.2% | +0.5% | -0.3% | 0.0% |
| 30D | +11.2% | +1.2% | +10.0% | +10.7% |
| 3M | -22.1% | +27.4% | -49.5% | -29.5% |
| 6M | -17.9% | +39.2% | -57.1% | -29.9% |
| YTD | -31.3% | +12.5% | -43.8% | -33.0% |
| 1Y | -24.0% | +12.3% | -36.2% | -25.7% |
| 3Y | +45.0% | +28.8% | +16.1% | +17.7% |
| All | +45.0% | +29.1% | +15.9% | +17.7% |
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 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