+299.5%
CME vs PTC
+326.2%
-26.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.9% | -0.5% |
| 7D | -0.6% | +0.8% | -1.4% | -0.7% |
| 30D | +8.5% | +0.7% | +7.8% | +8.4% |
| 3M | +16.0% | +32.6% | -16.6% | +9.8% |
| 6M | +9.3% | +33.6% | -24.2% | +2.9% |
| YTD | +15.3% | +12.4% | +2.9% | +11.6% |
| 1Y | +14.4% | +11.2% | +3.2% | +10.9% |
| 3Y | +59.9% | +31.7% | +28.2% | +46.2% |
| 5Y | +69.4% | +60.1% | +9.4% | +45.6% |
| 10Y | +299.5% | +317.2% | -17.7% | +156.3% |
| All | +299.5% | +326.2% | -26.7% | +156.3% |
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