+17,590.3%
COR vs PTC
+690.2%
+16,900.1%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | +0.8% | -0.2% | +1.1% | +0.8% |
| 30D | +5.1% | +0.8% | +4.4% | +5.1% |
| 3M | +2.8% | +32.1% | -29.3% | -0.9% |
| 6M | +32.5% | +42.6% | -10.1% | +26.3% |
| YTD | -0.7% | +12.0% | -12.6% | -2.9% |
| 1Y | -6.7% | +12.2% | -18.9% | -8.9% |
| 3Y | +73.7% | +31.2% | +42.5% | +65.3% |
| 5Y | +177.9% | +54.9% | +123.0% | +157.1% |
| 10Y | +533.8% | +343.1% | +190.6% | +412.5% |
| All | +17,590.3% | +690.2% | +16,900.1% | +10,933.3% |
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 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