+1,929.4%
CLS vs PTC
+317.3%
+1,612.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.2% | +8.7% | +8.6% |
| 7D | +2.8% | +0.5% | +2.3% | +2.6% |
| 30D | -30.1% | +0.9% | -31.0% | -30.3% |
| 3M | -21.7% | +30.4% | -52.1% | -32.3% |
| 6M | -36.2% | +34.4% | -70.7% | -46.9% |
| YTD | -17.8% | +12.6% | -30.4% | -26.2% |
| 1Y | -26.8% | +10.2% | -37.0% | -33.4% |
| 3Y | +853.4% | +29.4% | +824.0% | +696.2% |
| 5Y | +2,005.0% | +63.7% | +1,941.3% | +1,442.0% |
| 10Y | +1,929.4% | +316.9% | +1,612.5% | +924.9% |
| All | +1,929.4% | +317.3% | +1,612.1% | +924.9% |
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 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