+250.9%
CP vs PTC
+334.9%
-84.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | +2.8% | -0.2% | +3.0% | +2.8% |
| 30D | +10.2% | +0.8% | +9.5% | +10.0% |
| 3M | +2.4% | +32.1% | -29.8% | -6.6% |
| 6M | +7.7% | +42.6% | -35.0% | -5.0% |
| YTD | +26.0% | +12.0% | +14.0% | +19.1% |
| 1Y | +34.6% | +12.2% | +22.5% | +27.2% |
| 3Y | +26.7% | +31.2% | -4.5% | +11.1% |
| 5Y | +24.9% | +54.9% | -30.0% | +1.2% |
| All | +250.9% | +334.9% | -84.0% | +101.1% |
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