-5.0%
CMG vs PTC
-8.0%
+3.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.5% | +1.6% |
| 7D | -1.5% | -12.8% | +11.3% | +2.3% |
| 30D | +12.7% | -9.8% | +22.5% | +15.7% |
| 3M | +26.3% | -2.1% | +28.3% | +25.4% |
| 6M | +4.5% | -18.1% | +22.6% | +10.3% |
| YTD | -0.1% | -23.5% | +23.4% | +7.8% |
| 1Y | -6.8% | -37.4% | +30.6% | +7.9% |
| 3Y | -5.0% | -7.2% | +2.2% | -10.8% |
| All | -5.0% | -8.0% | +3.0% | -10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling