+282.1%
CME vs PTC
+204.7%
+77.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.5% | +4.4% | -0.2% |
| 7D | -2.9% | -12.8% | +9.9% | -0.6% |
| 30D | +5.5% | -9.8% | +15.3% | +7.2% |
| 3M | +11.0% | -2.1% | +13.0% | +10.8% |
| 6M | -9.7% | -18.1% | +8.4% | -7.2% |
| YTD | +4.9% | -23.5% | +28.4% | +8.9% |
| 1Y | +10.1% | -37.4% | +47.4% | +18.4% |
| 3Y | +53.5% | -7.2% | +60.7% | +49.5% |
| 5Y | +77.2% | +2.7% | +74.5% | +65.6% |
| 10Y | +282.1% | +203.4% | +78.7% | +167.2% |
| All | +282.1% | +204.7% | +77.4% | +167.2% |
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 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