+3,981.8%
CMG vs PTC
+1,104.0%
+2,877.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | +8.0% | +1.3% | +6.7% | +7.5% |
| 30D | +13.7% | +1.1% | +12.6% | +13.3% |
| 3M | +11.8% | +30.1% | -18.4% | -1.5% |
| 6M | +10.6% | +34.0% | -23.5% | -4.8% |
| YTD | -2.9% | +12.8% | -15.7% | -11.2% |
| 1Y | +17.8% | +10.7% | +7.1% | +8.5% |
| 3Y | -15.3% | +29.6% | -44.9% | -28.1% |
| 5Y | -0.9% | +63.5% | -64.4% | -23.8% |
| 10Y | +358.4% | +316.7% | +41.7% | +129.4% |
| All | +3,981.8% | +1,104.0% | +2,877.8% | +937.1% |
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