+34.8%
CNH vs PTC
+594.4%
-559.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.5% | +2.7% |
| 7D | -1.7% | -0.2% | -1.5% | -1.6% |
| 30D | -7.2% | +0.8% | -8.0% | -7.5% |
| 3M | +6.5% | +32.1% | -25.6% | -6.7% |
| 6M | +7.9% | +42.6% | -34.8% | -10.1% |
| YTD | +26.6% | +12.0% | +14.6% | +15.9% |
| 1Y | +13.8% | +12.2% | +1.6% | +4.0% |
| 3Y | +9.2% | +31.2% | -22.0% | -9.0% |
| 5Y | -15.6% | +54.9% | -70.5% | -35.9% |
| 10Y | +119.2% | +343.1% | -223.9% | -8.1% |
| All | +34.8% | +594.4% | -559.6% | -53.5% |
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 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