+13.1%
CNH vs PTC
+6.0%
+7.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -6.0% | +10.1% | +6.0% |
| 7D | +23.3% | -10.3% | +33.6% | +27.3% |
| 30D | +33.5% | +1.1% | +32.3% | +32.0% |
| 3M | +32.7% | +1.6% | +31.1% | +30.1% |
| 6M | +22.2% | -13.5% | +35.6% | +27.0% |
| YTD | +57.7% | -19.1% | +76.7% | +67.8% |
| 1Y | +28.0% | -33.9% | +61.9% | +48.7% |
| 3Y | +11.5% | -3.9% | +15.4% | +5.7% |
| All | +13.1% | +6.0% | +7.1% | +0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling