+256.9%
CP vs PTC
+317.3%
-60.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -0.7% | +0.5% | -1.2% | -0.8% |
| 30D | +9.6% | +0.9% | +8.7% | +9.4% |
| 3M | +2.2% | +30.4% | -28.1% | -6.3% |
| 6M | +11.1% | +34.4% | -23.3% | 0.0% |
| YTD | +28.2% | +12.6% | +15.6% | +21.0% |
| 1Y | +32.2% | +10.2% | +22.0% | +25.6% |
| 3Y | +35.5% | +29.4% | +6.1% | +19.4% |
| 5Y | +26.8% | +63.7% | -37.0% | +0.8% |
| 10Y | +256.9% | +316.9% | -59.9% | +102.1% |
| All | +256.9% | +317.3% | -60.4% | +102.1% |
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