+8,015.2%
CI vs PTC
+8,866.4%
-851.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.3% | -0.5% |
| 7D | -1.3% | +0.5% | -1.8% | -1.4% |
| 30D | +6.4% | +0.9% | +5.5% | +6.3% |
| 3M | +10.7% | +30.4% | -19.7% | +5.9% |
| 6M | +5.5% | +34.4% | -28.9% | +0.1% |
| YTD | +11.4% | +12.6% | -1.2% | +8.0% |
| 1Y | +15.0% | +10.2% | +4.8% | +11.9% |
| 3Y | +9.0% | +29.4% | -20.4% | +2.4% |
| 5Y | +52.0% | +63.7% | -11.8% | +36.9% |
| 10Y | +150.9% | +316.9% | -166.0% | +95.5% |
| All | +8,015.2% | +8,866.4% | -851.2% | +2,894.8% |
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