+132.2%
COP vs PTC
+60.7%
+71.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +4.4% | +0.5% | +3.9% | +4.3% |
| 30D | 0.0% | +1.2% | -1.3% | -0.3% |
| 3M | +15.0% | +27.4% | -12.3% | +9.3% |
| 6M | +22.0% | +39.2% | -17.2% | +13.4% |
| YTD | +55.3% | +12.5% | +42.8% | +51.5% |
| 1Y | +64.1% | +12.3% | +51.9% | +60.1% |
| 3Y | +34.1% | +28.8% | +5.2% | +21.9% |
| All | +132.2% | +60.7% | +71.6% | +92.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling