+175.7%
COF vs PTC
+312.5%
-136.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -3.4% | +0.5% | -3.8% | -3.6% |
| 30D | +0.4% | +1.2% | -0.8% | -0.1% |
| 3M | -12.5% | +27.4% | -39.9% | -23.0% |
| 6M | +8.3% | +39.2% | -30.9% | -9.6% |
| YTD | -18.6% | +12.5% | -31.1% | -25.4% |
| 1Y | -8.6% | +12.3% | -20.9% | -16.3% |
| 3Y | +94.7% | +28.8% | +65.8% | +63.8% |
| 5Y | +35.3% | +60.9% | -25.5% | +0.9% |
| All | +175.7% | +312.5% | -136.7% | +27.7% |
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