+40.8%
CL vs PTC
+61.7%
-20.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | +0.1% |
| 7D | +2.6% | +1.3% | +1.3% | +2.5% |
| 30D | +11.8% | +1.1% | +10.7% | +11.7% |
| 3M | +5.9% | +30.1% | -24.2% | +3.6% |
| 6M | +13.3% | +34.0% | -20.7% | +10.4% |
| YTD | +27.1% | +12.8% | +14.3% | +25.2% |
| 1Y | +28.0% | +10.7% | +17.3% | +26.2% |
| 3Y | +39.4% | +29.6% | +9.7% | +33.2% |
| 5Y | +40.8% | +63.5% | -22.8% | +28.9% |
| All | +40.8% | +61.7% | -20.9% | +28.9% |
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