+4,100.0%
CMG vs PTC
+763.8%
+3,336.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.0% | +4.4% | +0.6% |
| 7D | -2.8% | -10.3% | +7.5% | +1.1% |
| 30D | +7.1% | +1.1% | +6.0% | +6.2% |
| 3M | +31.2% | +1.6% | +29.6% | +28.6% |
| 6M | +0.7% | -13.5% | +14.1% | +4.6% |
| YTD | -0.1% | -19.1% | +18.9% | +6.0% |
| 1Y | -10.7% | -33.9% | +23.1% | +2.2% |
| 3Y | -4.7% | -3.9% | -0.8% | -7.4% |
| 5Y | -3.8% | +6.0% | -9.8% | -11.2% |
| 10Y | +352.5% | +223.7% | +128.7% | +154.9% |
| All | +4,100.0% | +763.8% | +3,336.2% | +1,138.9% |
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