-67.9%
CLSK vs PTC
+60.7%
-128.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.7% |
| 7D | +8.0% | +0.5% | +7.5% | +7.6% |
| 30D | -27.9% | +1.2% | -29.1% | -28.5% |
| 3M | -42.3% | +27.4% | -69.6% | -55.3% |
| 6M | -50.0% | +39.2% | -89.2% | -66.8% |
| YTD | -34.3% | +12.5% | -46.8% | -46.2% |
| 1Y | -44.5% | +12.3% | -56.8% | -54.4% |
| 3Y | +74.5% | +28.8% | +45.7% | +15.8% |
| All | -67.9% | +60.7% | -128.5% | -83.2% |
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 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