+106.2%
COST vs PTC
+1.8%
+104.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.5% | +4.9% | +0.7% |
| 7D | -3.2% | -12.8% | +9.6% | -0.1% |
| 30D | -4.0% | -9.8% | +5.8% | -1.9% |
| 3M | -6.5% | -2.1% | -4.4% | -6.8% |
| 6M | -8.5% | -18.1% | +9.6% | -4.8% |
| YTD | +6.0% | -23.5% | +29.5% | +12.1% |
| 1Y | -5.8% | -37.4% | +31.6% | +5.0% |
| 3Y | +71.8% | -7.2% | +79.1% | +64.2% |
| 5Y | +106.2% | +2.7% | +103.6% | +84.1% |
| All | +106.2% | +1.8% | +104.4% | +84.1% |
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