-4.5%
COR vs PTC
+10.5%
-15.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.2% | +3.6% |
| 7D | +2.3% | +0.8% | +1.5% | +2.3% |
| 30D | +6.8% | +0.7% | +6.0% | +6.7% |
| 3M | +8.1% | +32.6% | -24.5% | +5.1% |
| 6M | +33.0% | +33.6% | -0.6% | +28.6% |
| YTD | +3.0% | +12.4% | -9.5% | -0.7% |
| All | -4.5% | +10.5% | -15.0% | -8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling