+4,577.2%
CNC vs PTC
+593.0%
+3,984.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.0% | +4.6% | 0.0% |
| 7D | +3.5% | -10.3% | +13.8% | +6.1% |
| 30D | +0.1% | +1.1% | -1.1% | -0.5% |
| 3M | +6.9% | +1.6% | +5.3% | +5.6% |
| 6M | +49.0% | -13.5% | +62.5% | +52.6% |
| YTD | +62.9% | -19.1% | +82.0% | +69.0% |
| 1Y | +134.0% | -33.9% | +167.9% | +153.7% |
| 3Y | +9.4% | -3.9% | +13.3% | +6.6% |
| 5Y | +4.1% | +6.0% | -1.9% | -3.0% |
| 10Y | +95.4% | +223.7% | -128.3% | +33.8% |
| All | +4,577.2% | +593.0% | +3,984.2% | +1,981.3% |
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