+6.8%
CI vs PTC
-3.9%
+10.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.0% | +4.7% | -1.1% |
| 7D | +1.3% | -10.3% | +11.6% | +1.7% |
| 30D | +4.4% | +1.1% | +3.3% | +4.3% |
| 3M | +0.7% | +1.6% | -1.0% | +0.4% |
| 6M | +0.3% | -13.5% | +13.8% | +0.6% |
| YTD | +3.8% | -19.1% | +22.9% | +4.2% |
| 1Y | -5.5% | -33.9% | +28.4% | -5.0% |
| All | +6.8% | -3.9% | +10.7% | -2.7% |
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