+325.1%
COP vs PTC
+204.7%
+120.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.5% | +6.1% | +2.3% |
| 7D | -0.8% | -12.8% | +11.9% | +3.4% |
| 30D | +15.6% | -9.8% | +25.4% | +19.0% |
| 3M | +14.3% | -2.1% | +16.4% | +13.7% |
| 6M | +17.0% | -18.1% | +35.1% | +22.9% |
| YTD | +47.4% | -23.5% | +70.9% | +57.9% |
| 1Y | +52.4% | -37.4% | +89.8% | +74.8% |
| 3Y | +20.8% | -7.2% | +28.0% | +16.9% |
| 5Y | +191.7% | +2.7% | +189.0% | +163.9% |
| 10Y | +325.1% | +203.4% | +121.7% | +143.4% |
| All | +325.1% | +204.7% | +120.3% | +143.4% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling