+305.8%
CME vs PTC
+317.3%
-11.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | +2.5% | +0.5% | +2.0% | +2.4% |
| 30D | +13.9% | +0.9% | +13.0% | +13.8% |
| 3M | +22.4% | +30.4% | -8.0% | +16.1% |
| 6M | +12.9% | +34.4% | -21.5% | +6.1% |
| YTD | +19.6% | +12.6% | +7.0% | +15.7% |
| 1Y | +17.7% | +10.2% | +7.5% | +14.3% |
| 3Y | +65.3% | +29.4% | +36.0% | +51.8% |
| 5Y | +75.1% | +63.7% | +11.4% | +49.7% |
| 10Y | +305.8% | +316.9% | -11.1% | +161.6% |
| All | +305.8% | +317.3% | -11.6% | +161.6% |
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