-1.1%
CMG vs PTC
+62.5%
-63.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | +8.0% | +1.3% | +6.7% | +7.6% |
| 30D | +13.7% | +1.1% | +12.6% | +13.3% |
| 3M | +11.8% | +30.1% | -18.4% | +0.4% |
| 6M | +10.6% | +34.0% | -23.5% | -3.0% |
| YTD | -2.9% | +12.8% | -15.7% | -8.2% |
| 1Y | +17.8% | +10.7% | +7.1% | +12.4% |
| 3Y | -15.3% | +29.6% | -44.9% | -29.5% |
| All | -1.1% | +62.5% | -63.6% | -29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling