-1.6%
CLSK vs PTC
-0.9%
-0.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | +1.5% |
| 7D | +17.2% | -13.6% | +30.8% | +32.8% |
| 30D | +14.6% | -14.7% | +29.2% | +30.1% |
| 3M | -16.8% | -5.9% | -10.9% | -19.3% |
| 6M | +38.2% | -21.1% | +59.3% | +60.7% |
| YTD | +31.2% | -26.0% | +57.2% | +60.7% |
| 1Y | +37.3% | -36.8% | +74.2% | +105.7% |
| 3Y | +201.8% | -10.3% | +212.1% | +182.1% |
| 5Y | -1.6% | +1.2% | -2.7% | -14.5% |
| All | -1.6% | -0.9% | -0.6% | -14.5% |
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