+42.8%
CL vs PTC
+59.6%
-16.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +5.9% | -0.1% | +6.0% | +5.9% |
| 30D | +13.8% | +0.8% | +12.9% | +13.7% |
| 3M | +6.4% | +39.6% | -33.2% | +3.6% |
| 6M | +15.6% | +41.5% | -25.8% | +12.2% |
| YTD | +27.9% | +11.7% | +16.2% | +26.1% |
| 1Y | +31.4% | +2.4% | +29.0% | +30.3% |
| 3Y | +41.4% | +31.9% | +9.5% | +34.8% |
| 5Y | +42.8% | +54.5% | -11.7% | +32.0% |
| All | +42.8% | +59.6% | -16.8% | +32.0% |
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