+57.2%
COP vs PTC
+10.5%
+46.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.3% |
| 7D | -8.4% | +0.8% | -9.2% | -8.4% |
| 30D | +0.3% | +0.7% | -0.5% | +0.3% |
| 3M | +15.1% | +32.6% | -17.5% | +14.7% |
| 6M | +19.8% | +33.6% | -13.8% | +19.8% |
| YTD | +46.8% | +12.4% | +34.4% | +49.6% |
| All | +57.2% | +10.5% | +46.7% | +60.9% |
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