-5.7%
CMG vs PTC
-0.9%
-4.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.3% | +0.8% | -1.2% |
| 7D | -6.5% | -13.6% | +7.1% | -1.0% |
| 30D | +12.1% | -14.7% | +26.8% | +19.0% |
| 3M | +20.6% | -5.9% | +26.5% | +21.5% |
| 6M | +2.1% | -21.1% | +23.2% | +11.0% |
| YTD | -2.6% | -26.0% | +23.4% | +8.6% |
| 1Y | -8.7% | -36.8% | +28.1% | +9.5% |
| 3Y | -7.4% | -10.3% | +2.9% | -11.1% |
| 5Y | -5.7% | +1.2% | -6.8% | -19.6% |
| All | -5.7% | -0.9% | -4.7% | -19.6% |
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