-2.3%
CNC vs PTC
+29.2%
-31.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -7.3% | +0.5% | -7.8% | -7.3% |
| 30D | +5.2% | +0.9% | +4.3% | +5.1% |
| 3M | +8.6% | +30.4% | -21.7% | +5.5% |
| 6M | +25.1% | +34.4% | -9.4% | +20.9% |
| YTD | +71.3% | +12.6% | +58.7% | +68.9% |
| 1Y | +99.3% | +10.2% | +89.1% | +97.0% |
| All | -2.3% | +29.2% | -31.5% | -9.8% |
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