+73.4%
CL vs PTC
+334.9%
-261.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | +1.3% | -0.2% | +1.6% | +1.4% |
| 30D | +11.4% | +0.8% | +10.6% | +11.3% |
| 3M | +4.4% | +32.1% | -27.7% | +1.4% |
| 6M | +10.8% | +42.6% | -31.8% | +6.5% |
| YTD | +25.1% | +12.0% | +13.2% | +22.8% |
| 1Y | +28.0% | +12.2% | +15.8% | +25.6% |
| 3Y | +37.6% | +31.2% | +6.4% | +31.4% |
| 5Y | +39.7% | +54.9% | -15.2% | +29.6% |
| All | +73.4% | +334.9% | -261.6% | +40.6% |
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