+6,781.2%
CME vs PTC
+1,872.3%
+4,908.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.0% | +5.8% | +1.4% |
| 7D | -1.6% | -10.3% | +8.7% | +1.4% |
| 30D | +6.2% | +1.1% | +5.1% | +5.6% |
| 3M | +10.4% | +1.6% | +8.8% | +8.9% |
| 6M | -9.5% | -13.5% | +3.9% | -7.0% |
| YTD | +6.0% | -19.1% | +25.1% | +10.7% |
| 1Y | +9.3% | -33.9% | +43.1% | +20.4% |
| 3Y | +57.7% | -3.9% | +61.6% | +51.2% |
| 5Y | +77.7% | +6.0% | +71.7% | +60.8% |
| 10Y | +281.2% | +223.7% | +57.5% | +119.9% |
| All | +6,781.2% | +1,872.3% | +4,908.9% | +2,227.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling