+32.0%
COP vs PTC
+29.3%
+2.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | +3.4% | +0.8% | +2.5% | +3.3% |
| 30D | -0.6% | +1.2% | -1.8% | -0.7% |
| 3M | +10.8% | +32.6% | -21.9% | +6.4% |
| 6M | +19.6% | +36.1% | -16.5% | +14.5% |
| YTD | +52.9% | +12.7% | +40.3% | +52.6% |
| 1Y | +62.2% | +10.2% | +52.1% | +62.8% |
| All | +32.0% | +29.3% | +2.7% | +11.6% |
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