+221.2%
CP vs PTC
+223.7%
-2.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.0% | +6.4% | +2.1% |
| 7D | -2.7% | -10.3% | +7.6% | +0.3% |
| 30D | +0.2% | +1.1% | -1.0% | -0.5% |
| 3M | +2.6% | +1.6% | +1.0% | +1.1% |
| 6M | +6.0% | -13.5% | +19.4% | +9.1% |
| YTD | +24.9% | -19.1% | +44.0% | +30.8% |
| 1Y | +20.1% | -33.9% | +54.0% | +34.0% |
| 3Y | +16.4% | -3.9% | +20.3% | +12.4% |
| 5Y | +31.7% | +6.0% | +25.7% | +20.1% |
| All | +221.2% | +223.7% | -2.5% | +85.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling