+298.3%
COP vs PTC
+326.2%
-27.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | -8.4% | +0.8% | -9.2% | -8.6% |
| 30D | +0.3% | +0.7% | -0.5% | +0.1% |
| 3M | +15.1% | +32.6% | -17.5% | +3.8% |
| 6M | +19.8% | +33.6% | -13.8% | +6.9% |
| YTD | +46.8% | +12.4% | +34.4% | +37.7% |
| 1Y | +59.7% | +11.2% | +48.5% | +50.3% |
| 3Y | +28.7% | +31.7% | -3.0% | +10.6% |
| 5Y | +110.7% | +60.1% | +50.6% | +63.7% |
| 10Y | +298.3% | +317.2% | -18.9% | +131.8% |
| All | +298.3% | +326.2% | -27.9% | +131.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling