+132.3%
CNP vs PTC
+223.7%
-91.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.0% | +5.3% | +0.4% |
| 7D | +1.1% | -10.3% | +11.4% | +3.2% |
| 30D | -1.8% | +1.1% | -3.0% | -2.3% |
| 3M | -4.6% | +1.6% | -6.2% | -5.6% |
| 6M | -8.8% | -13.5% | +4.6% | -7.0% |
| YTD | +5.2% | -19.1% | +24.3% | +8.7% |
| 1Y | +8.3% | -33.9% | +42.2% | +16.6% |
| 3Y | +54.9% | -3.9% | +58.8% | +50.1% |
| 5Y | +73.5% | +6.0% | +67.5% | +60.8% |
| All | +132.3% | +223.7% | -91.3% | +50.5% |
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 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