+17,451.9%
COR vs PTC
+471.2%
+16,980.7%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.0% | +4.2% | -1.2% |
| 7D | +2.8% | -10.3% | +13.0% | +4.0% |
| 30D | +4.5% | +1.1% | +3.4% | +4.3% |
| 3M | +22.7% | +1.6% | +21.1% | +22.1% |
| 6M | -9.7% | -13.5% | +3.7% | -8.7% |
| YTD | -1.4% | -19.1% | +17.6% | +0.4% |
| 1Y | +13.9% | -33.9% | +47.8% | +18.4% |
| 3Y | +94.0% | -3.9% | +97.9% | +91.8% |
| 5Y | +184.0% | +6.0% | +178.0% | +175.3% |
| 10Y | +406.8% | +223.7% | +183.0% | +325.9% |
| All | +17,451.9% | +471.2% | +16,980.7% | +11,303.0% |
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 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