+7,463.6%
CI vs PTC
+6,346.6%
+1,116.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.0% | +4.7% | -0.5% |
| 7D | +1.3% | -10.3% | +11.6% | +2.8% |
| 30D | +4.4% | +1.1% | +3.3% | +4.2% |
| 3M | +0.7% | +1.6% | -1.0% | 0.0% |
| 6M | +0.3% | -13.5% | +13.8% | +1.7% |
| YTD | +3.8% | -19.1% | +22.9% | +6.1% |
| 1Y | -5.5% | -33.9% | +28.4% | -0.9% |
| 3Y | +8.1% | -3.9% | +12.0% | +6.5% |
| 5Y | +42.8% | +6.0% | +36.8% | +37.3% |
| 10Y | +143.9% | +223.7% | -79.9% | +98.1% |
| All | +7,463.6% | +6,346.6% | +1,116.9% | +2,839.8% |
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