+43.4%
CL vs PTC
+60.7%
-17.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +3.2% | +0.5% | +2.7% | +3.2% |
| 30D | +8.0% | +1.2% | +6.8% | +7.9% |
| 3M | +7.9% | +27.4% | -19.5% | +5.7% |
| 6M | +14.7% | +39.2% | -24.5% | +11.5% |
| YTD | +29.2% | +12.5% | +16.7% | +27.2% |
| 1Y | +29.5% | +12.3% | +17.3% | +27.6% |
| 3Y | +40.7% | +28.8% | +11.8% | +34.5% |
| All | +43.4% | +60.7% | -17.3% | +31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling