+26.8%
CP vs PTC
+62.5%
-35.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +0.9% | +0.8% | 0.0% | +0.7% |
| 30D | +10.3% | +1.2% | +9.2% | +10.1% |
| 3M | +2.3% | +32.6% | -30.3% | -3.7% |
| 6M | +10.7% | +36.1% | -25.4% | +3.1% |
| YTD | +29.3% | +12.7% | +16.7% | +26.1% |
| 1Y | +31.5% | +10.2% | +21.3% | +29.0% |
| 3Y | +36.7% | +29.4% | +7.3% | +24.4% |
| 5Y | +26.8% | +61.1% | -34.3% | +3.6% |
| All | +26.8% | +62.5% | -35.7% | +3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling