+260.5%
CP vs PTC
+312.5%
-52.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.4% |
| 7D | +2.1% | +0.5% | +1.7% | +2.0% |
| 30D | +9.3% | +1.2% | +8.1% | +9.0% |
| 3M | +0.5% | +27.4% | -26.9% | -7.3% |
| 6M | +10.4% | +39.2% | -28.8% | -1.6% |
| YTD | +28.7% | +12.5% | +16.2% | +21.5% |
| 1Y | +33.2% | +12.3% | +20.9% | +25.8% |
| 3Y | +38.4% | +28.8% | +9.6% | +22.2% |
| 5Y | +26.2% | +60.9% | -34.7% | +1.0% |
| All | +260.5% | +312.5% | -52.0% | +103.5% |
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