+25.7%
COP vs PTC
+32.2%
-6.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -11.5% | -0.2% | -11.3% | -11.5% |
| 30D | +5.0% | +0.8% | +4.2% | +4.9% |
| 3M | +17.5% | +32.1% | -14.6% | +12.9% |
| 6M | +16.2% | +42.6% | -26.4% | +10.1% |
| YTD | +48.8% | +12.0% | +36.8% | +48.5% |
| 1Y | +64.1% | +12.2% | +51.9% | +63.7% |
| 3Y | +25.7% | +31.2% | -5.6% | +4.4% |
| All | +25.7% | +32.2% | -6.5% | +4.4% |
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 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