+68.0%
CNH vs PTC
+402.0%
-334.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -6.0% | +10.1% | +6.4% |
| 7D | +23.3% | -10.3% | +33.6% | +28.2% |
| 30D | +33.5% | +1.1% | +32.3% | +31.9% |
| 3M | +32.7% | +1.6% | +31.1% | +29.3% |
| 6M | +22.2% | -13.5% | +35.6% | +26.3% |
| YTD | +57.7% | -19.1% | +76.7% | +66.8% |
| 1Y | +28.0% | -33.9% | +61.9% | +47.5% |
| 3Y | +11.5% | -3.9% | +15.4% | +6.7% |
| 5Y | +11.9% | +6.0% | +5.8% | +0.1% |
| 10Y | +162.8% | +223.7% | -61.0% | +26.5% |
| All | +68.0% | +402.0% | -334.1% | -33.0% |
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