+5,435.1%
CL vs PTC
+8,796.0%
-3,360.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 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% | +3.5% |
| 6M | +15.6% | +41.5% | -25.8% | +12.2% |
| YTD | +27.9% | +11.7% | +16.2% | +26.0% |
| 1Y | +31.4% | +2.4% | +29.0% | +30.2% |
| 3Y | +41.4% | +31.9% | +9.5% | +36.8% |
| 5Y | +42.8% | +54.5% | -11.7% | +35.8% |
| 10Y | +79.7% | +342.1% | -262.4% | +55.7% |
| All | +5,435.1% | +8,796.0% | -3,360.9% | +2,583.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling