+60.7%
COP vs PTC
+0.1%
+60.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.6% | -5.7% | -5.2% |
| 7D | -8.1% | +0.1% | -8.2% | -8.1% |
| 30D | +6.7% | +1.5% | +5.1% | +6.6% |
| 3M | +16.9% | +37.8% | -20.9% | +15.9% |
| 6M | +11.2% | +41.2% | -30.1% | +11.2% |
| YTD | +49.5% | +12.0% | +37.5% | +54.2% |
| 1Y | +60.7% | +1.6% | +59.0% | +71.3% |
| All | +60.7% | +0.1% | +60.6% | +71.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling