+96.7%
COF vs PTC
+29.2%
+67.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.9% | +0.7% |
| 7D | -4.5% | +0.5% | -5.0% | -4.6% |
| 30D | -2.0% | +0.9% | -2.9% | -2.2% |
| 3M | -9.7% | +30.4% | -40.1% | -17.3% |
| 6M | +8.0% | +34.4% | -26.4% | -3.0% |
| YTD | -17.7% | +12.6% | -30.3% | -19.5% |
| 1Y | -9.3% | +10.2% | -19.5% | -10.4% |
| All | +96.7% | +29.2% | +67.5% | +61.0% |
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