+4,492.0%
COP vs PTC
+6,346.6%
-1,854.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.0% | +5.0% | -0.3% |
| 7D | +3.0% | -10.3% | +13.3% | +4.4% |
| 30D | +17.5% | +1.1% | +16.3% | +17.2% |
| 3M | +13.4% | +1.6% | +11.8% | +12.7% |
| 6M | +17.7% | -13.5% | +31.2% | +19.2% |
| YTD | +46.6% | -19.1% | +65.6% | +49.4% |
| 1Y | +44.6% | -33.9% | +78.5% | +51.2% |
| 3Y | +20.7% | -3.9% | +24.6% | +19.6% |
| 5Y | +185.0% | +6.0% | +179.0% | +176.9% |
| 10Y | +347.0% | +223.7% | +123.3% | +279.2% |
| All | +4,492.0% | +6,346.6% | -1,854.7% | +2,894.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling