+86.2%
CL vs PTC
+313.0%
-226.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -0.8% | +0.8% | -1.6% | -0.9% |
| 30D | +9.5% | +1.2% | +8.3% | +9.3% |
| 3M | +6.6% | +32.6% | -26.0% | +3.5% |
| 6M | +13.2% | +36.1% | -22.8% | +9.4% |
| YTD | +26.9% | +12.7% | +14.2% | +24.5% |
| 1Y | +27.6% | +10.2% | +17.5% | +25.4% |
| 3Y | +39.1% | +29.4% | +9.7% | +33.0% |
| 5Y | +41.3% | +61.1% | -19.8% | +30.6% |
| All | +86.2% | +313.0% | -226.8% | +51.9% |
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