+120.8%
COF vs PTC
-10.6%
+131.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.8% | -0.1% |
| 7D | -2.7% | -13.6% | +10.9% | +3.1% |
| 30D | -3.4% | -14.7% | +11.3% | +2.6% |
| 3M | +15.4% | -5.9% | +21.3% | +16.5% |
| 6M | +14.4% | -21.1% | +35.5% | +25.5% |
| YTD | -12.0% | -26.0% | +14.0% | -0.4% |
| 1Y | -3.7% | -36.8% | +33.1% | +18.1% |
| All | +120.8% | -10.6% | +131.4% | +101.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling