+280.5%
CG vs PTC
+784.3%
-503.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -1.2% | -0.2% | -1.0% | -1.1% |
| 30D | +5.0% | +0.8% | +4.3% | +4.7% |
| 3M | -18.2% | +32.1% | -50.3% | -30.2% |
| 6M | -20.7% | +42.6% | -63.3% | -36.1% |
| YTD | -31.4% | +12.0% | -43.4% | -37.9% |
| 1Y | -22.3% | +12.2% | -34.4% | -29.6% |
| 3Y | +50.2% | +31.2% | +18.9% | +25.2% |
| 5Y | -22.1% | +54.9% | -76.9% | -40.1% |
| 10Y | +295.5% | +343.1% | -47.6% | +86.7% |
| All | +280.5% | +784.3% | -503.8% | +48.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling