+257.6%
CP vs PTC
+326.2%
-68.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.9% |
| 7D | +2.8% | +0.8% | +2.0% | +2.6% |
| 30D | +11.3% | +0.7% | +10.6% | +11.1% |
| 3M | +2.9% | +32.6% | -29.8% | -6.2% |
| 6M | +9.8% | +33.6% | -23.8% | -1.0% |
| YTD | +28.5% | +12.4% | +16.1% | +21.4% |
| 1Y | +33.5% | +11.2% | +22.3% | +26.5% |
| 3Y | +31.9% | +31.7% | +0.3% | +15.6% |
| 5Y | +25.5% | +60.1% | -34.6% | +0.6% |
| 10Y | +257.6% | +317.2% | -59.6% | +102.5% |
| All | +257.6% | +326.2% | -68.6% | +102.5% |
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