+124.0%
CNH vs PTC
+326.2%
-202.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.4% | +10.5% | +10.8% |
| 7D | +8.6% | +0.8% | +7.7% | +8.3% |
| 30D | +12.6% | +0.7% | +11.8% | +12.3% |
| 3M | +17.5% | +32.6% | -15.1% | +3.5% |
| 6M | +18.1% | +33.6% | -15.5% | +2.3% |
| YTD | +40.4% | +12.4% | +28.0% | +29.3% |
| 1Y | +34.0% | +11.2% | +22.8% | +24.0% |
| 3Y | +35.3% | +31.7% | +3.6% | +13.6% |
| 5Y | -5.1% | +60.1% | -65.2% | -28.2% |
| 10Y | +124.0% | +317.2% | -193.2% | +7.8% |
| All | +124.0% | +326.2% | -202.1% | +7.8% |
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 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