+405.0%
COR vs PTC
+223.7%
+181.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.0% | +4.2% | -0.9% |
| 7D | +2.8% | -10.3% | +13.0% | +4.5% |
| 30D | +4.5% | +1.1% | +3.4% | +4.2% |
| 3M | +22.7% | +1.6% | +21.1% | +21.7% |
| 6M | -9.7% | -13.5% | +3.7% | -8.1% |
| YTD | -1.4% | -19.1% | +17.6% | +1.3% |
| 1Y | +13.9% | -33.9% | +47.8% | +20.9% |
| 3Y | +94.0% | -3.9% | +97.9% | +89.2% |
| 5Y | +184.0% | +6.0% | +178.0% | +167.3% |
| All | +405.0% | +223.7% | +181.3% | +277.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling