+10.3%
CNH vs PTC
-3.9%
+14.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -6.0% | +10.1% | +5.3% |
| 7D | +23.3% | -10.3% | +33.6% | +26.1% |
| 30D | +33.5% | +1.1% | +32.3% | +32.2% |
| 3M | +32.7% | +1.6% | +31.1% | +31.1% |
| 6M | +22.2% | -13.5% | +35.6% | +27.5% |
| YTD | +57.7% | -19.1% | +76.7% | +68.6% |
| 1Y | +28.0% | -33.9% | +61.9% | +49.4% |
| All | +10.3% | -3.9% | +14.2% | -0.5% |
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