+36.8%
COF vs PTC
+62.4%
-25.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.3% |
| 3M | -9.7% | +30.4% | -40.1% | -19.9% |
| 6M | +8.0% | +34.4% | -26.4% | -6.4% |
| YTD | -17.7% | +12.6% | -30.3% | -22.6% |
| 1Y | -9.3% | +10.2% | -19.5% | -13.8% |
| 3Y | +96.3% | +29.4% | +66.9% | +65.7% |
| All | +36.8% | +62.4% | -25.6% | -1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling