+1,751.5%
CLS vs PTC
+326.2%
+1,425.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.4% | +7.4% | +7.7% |
| 7D | -10.6% | +0.8% | -11.4% | -10.8% |
| 30D | -38.4% | +0.7% | -39.2% | -38.6% |
| 3M | -29.9% | +32.6% | -62.5% | -39.9% |
| 6M | -40.6% | +33.6% | -74.2% | -50.4% |
| YTD | -24.6% | +12.4% | -37.0% | -32.3% |
| 1Y | -30.8% | +11.2% | -42.0% | -37.3% |
| 3Y | +811.7% | +31.7% | +780.1% | +655.0% |
| 5Y | +1,838.4% | +60.1% | +1,778.4% | +1,334.8% |
| 10Y | +1,751.5% | +317.2% | +1,434.3% | +834.6% |
| All | +1,751.5% | +326.2% | +1,425.3% | +834.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling