+113.9%
CNH vs PTC
+317.3%
-203.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | +6.7% | +0.5% | +6.2% | +6.5% |
| 30D | +7.2% | +0.9% | +6.3% | +6.9% |
| 3M | +17.5% | +30.4% | -12.9% | +4.3% |
| 6M | +15.0% | +34.4% | -19.5% | -0.7% |
| YTD | +36.8% | +12.6% | +24.2% | +25.9% |
| 1Y | +27.6% | +10.2% | +17.4% | +18.6% |
| 3Y | +34.3% | +29.4% | +5.0% | +13.7% |
| 5Y | -12.2% | +63.7% | -76.0% | -34.2% |
| 10Y | +113.9% | +316.9% | -203.0% | +3.2% |
| All | +113.9% | +317.3% | -203.5% | +3.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling