+240.0%
COF vs PTC
+200.2%
+39.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.6% | -1.7% |
| 7D | -6.1% | -14.2% | +8.2% | +0.3% |
| 30D | -5.2% | -14.4% | +9.3% | +1.1% |
| 3M | +17.0% | -4.7% | +21.7% | +17.5% |
| 6M | +12.9% | -19.3% | +32.2% | +21.7% |
| YTD | -13.5% | -26.1% | +12.6% | -3.2% |
| 1Y | -5.9% | -37.1% | +31.2% | +13.3% |
| 3Y | +117.1% | -10.4% | +127.5% | +117.9% |
| 5Y | +45.4% | +2.5% | +42.9% | +34.3% |
| All | +240.0% | +200.2% | +39.9% | +82.7% |
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