+39.7%
CL vs PTC
+30.6%
+9.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.4% |
| 7D | +0.5% | +0.8% | -0.3% | +0.5% |
| 30D | +11.6% | +0.7% | +10.9% | +11.6% |
| 3M | +5.6% | +32.6% | -27.0% | +4.2% |
| 6M | +13.2% | +33.6% | -20.4% | +11.3% |
| YTD | +26.9% | +12.4% | +14.5% | +25.0% |
| 1Y | +27.3% | +11.2% | +16.1% | +25.4% |
| 3Y | +39.7% | +31.7% | +8.0% | +36.8% |
| All | +39.7% | +30.6% | +9.1% | +36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling