-63.3%
CLSK vs PTC
+173.8%
-237.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.5% |
| 7D | +1.7% | -14.2% | +16.0% | +11.9% |
| 30D | +11.1% | -14.4% | +25.5% | +21.7% |
| 3M | -14.1% | -4.7% | -9.4% | -16.3% |
| 6M | +32.9% | -19.3% | +52.2% | +44.9% |
| YTD | +26.5% | -26.1% | +52.6% | +45.1% |
| 1Y | +27.6% | -37.1% | +64.7% | +66.3% |
| 3Y | +190.9% | -10.4% | +201.3% | +201.3% |
| 5Y | -0.4% | +2.5% | -2.9% | -1.1% |
| All | -63.3% | +173.8% | -237.1% | -72.0% |
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 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