+139.8%
CNP vs PTC
+326.2%
-186.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -4.3% | +0.8% | -5.1% | -4.4% |
| 30D | +5.7% | +0.7% | +5.0% | +5.6% |
| 3M | +0.9% | +32.6% | -31.7% | -5.0% |
| 6M | -1.1% | +33.6% | -34.6% | -7.5% |
| YTD | +8.3% | +12.4% | -4.2% | +4.5% |
| 1Y | +5.9% | +11.2% | -5.3% | +2.3% |
| 3Y | +64.6% | +31.7% | +33.0% | +49.7% |
| 5Y | +74.6% | +60.1% | +14.5% | +48.4% |
| 10Y | +139.8% | +317.2% | -177.3% | +54.2% |
| All | +139.8% | +326.2% | -186.3% | +54.2% |
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