+250.7%
CP vs PTC
+315.4%
-64.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | +2.8% | +1.3% | +1.5% | +2.5% |
| 30D | +11.0% | +1.1% | +10.0% | +10.7% |
| 3M | +3.8% | +30.1% | -26.3% | -4.8% |
| 6M | +9.5% | +34.0% | -24.5% | -1.3% |
| YTD | +28.2% | +12.8% | +15.4% | +21.0% |
| 1Y | +33.0% | +10.7% | +22.2% | +26.2% |
| 3Y | +35.5% | +29.6% | +5.9% | +19.4% |
| 5Y | +25.8% | +63.5% | -37.8% | +0.1% |
| 10Y | +250.7% | +316.7% | -66.0% | +98.4% |
| All | +250.7% | +315.4% | -64.6% | +98.4% |
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