+206.1%
COR vs PTC
+60.7%
+145.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.1% | +3.0% |
| 7D | +7.8% | +0.5% | +7.4% | +7.8% |
| 30D | +7.0% | +1.2% | +5.8% | +6.9% |
| 3M | +16.3% | +27.4% | -11.1% | +13.1% |
| 6M | +41.3% | +39.2% | +2.1% | +35.8% |
| YTD | +7.1% | +12.5% | -5.4% | +5.0% |
| 1Y | -0.8% | +12.3% | -13.1% | -2.8% |
| 3Y | +85.0% | +28.8% | +56.2% | +75.5% |
| All | +206.1% | +60.7% | +145.5% | +174.0% |
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 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