+52.4%
CL vs PTC
+223.7%
-171.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.0% | +4.6% | -0.9% |
| 7D | -2.2% | -10.3% | +8.1% | -1.2% |
| 30D | -4.8% | +1.1% | -6.0% | -5.0% |
| 3M | +4.9% | +1.6% | +3.3% | +4.5% |
| 6M | -5.7% | -13.5% | +7.8% | -4.8% |
| YTD | +14.4% | -19.1% | +33.4% | +16.1% |
| 1Y | +8.7% | -33.9% | +42.6% | +12.5% |
| 3Y | +30.0% | -3.9% | +33.9% | +28.0% |
| 5Y | +28.4% | +6.0% | +22.3% | +23.8% |
| All | +52.4% | +223.7% | -171.3% | +23.6% |
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