+145.0%
CI vs PTC
+224.0%
-79.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.0% | +4.7% | 0.0% |
| 7D | +1.3% | -10.3% | +11.6% | +3.7% |
| 30D | +4.4% | +1.1% | +3.3% | +3.9% |
| 3M | +0.7% | +1.6% | -1.0% | -0.5% |
| 6M | +0.3% | -13.5% | +13.8% | +2.8% |
| YTD | +3.8% | -19.1% | +22.9% | +7.8% |
| 1Y | -5.5% | -33.9% | +28.4% | +2.8% |
| 3Y | +8.1% | -3.9% | +12.0% | +3.7% |
| 5Y | +42.8% | +6.0% | +36.8% | +30.1% |
| All | +145.0% | +224.0% | -79.0% | +48.9% |
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 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