+7,737.1%
CP vs PTC
+8,796.0%
-1,058.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +6.1% | -0.1% | +6.2% | +6.1% |
| 30D | +9.8% | +0.8% | +8.9% | +9.6% |
| 3M | +2.7% | +39.6% | -36.8% | -2.9% |
| 6M | +12.8% | +41.5% | -28.7% | +5.8% |
| YTD | +28.2% | +11.7% | +16.5% | +24.1% |
| 1Y | +34.1% | +2.4% | +31.7% | +31.4% |
| 3Y | +28.9% | +31.9% | -3.1% | +21.0% |
| 5Y | +27.1% | +54.5% | -27.5% | +15.7% |
| 10Y | +264.8% | +342.1% | -77.3% | +183.8% |
| All | +7,737.1% | +8,796.0% | -1,058.9% | +3,490.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling