+20.0%
COP vs PTC
-3.9%
+23.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.0% | +5.0% | -0.1% |
| 7D | +3.0% | -10.3% | +13.3% | +4.8% |
| 30D | +17.5% | +1.1% | +16.3% | +17.0% |
| 3M | +13.4% | +1.6% | +11.8% | +12.8% |
| 6M | +17.7% | -13.5% | +31.2% | +21.2% |
| YTD | +46.6% | -19.1% | +65.6% | +53.1% |
| 1Y | +44.6% | -33.9% | +78.5% | +59.2% |
| All | +20.0% | -3.9% | +23.9% | +10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling