+30.9%
CL vs PTC
-3.9%
+34.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.0% | +4.6% | -1.3% |
| 7D | -2.2% | -10.3% | +8.1% | -1.9% |
| 30D | -4.8% | +1.1% | -6.0% | -4.8% |
| 3M | +4.9% | +1.6% | +3.3% | +4.6% |
| 6M | -5.7% | -13.5% | +7.8% | -5.8% |
| YTD | +14.4% | -19.1% | +33.4% | +14.5% |
| 1Y | +8.7% | -33.9% | +42.6% | +9.5% |
| All | +30.9% | -3.9% | +34.7% | +24.6% |
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 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