+18,455.8%
COR vs PTC
+694.5%
+17,761.3%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -1.2% | +0.5% | -1.7% | -1.2% |
| 30D | +7.6% | +0.9% | +6.7% | +7.5% |
| 3M | +5.0% | +30.4% | -25.4% | +1.4% |
| 6M | +35.3% | +34.4% | +0.9% | +29.8% |
| YTD | +4.2% | +12.6% | -8.4% | +1.8% |
| 1Y | -3.4% | +10.2% | -13.6% | -5.5% |
| 3Y | +81.1% | +29.4% | +51.7% | +72.6% |
| 5Y | +195.8% | +63.7% | +132.1% | +172.1% |
| 10Y | +493.6% | +316.9% | +176.7% | +382.9% |
| All | +18,455.8% | +694.5% | +17,761.3% | +11,466.4% |
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 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