-70.2%
CPNG vs PTC
-4.2%
-66.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -5.4% | -14.2% | +8.8% | +1.4% |
| 30D | -11.1% | -14.4% | +3.3% | -4.8% |
| 3M | -3.0% | -4.7% | +1.7% | -2.8% |
| 6M | -23.5% | -19.3% | -4.2% | -16.9% |
| YTD | -37.8% | -26.1% | -11.7% | -29.5% |
| 1Y | -54.3% | -37.1% | -17.3% | -43.6% |
| 3Y | -20.8% | -10.4% | -10.4% | -26.4% |
| 5Y | -51.1% | +2.5% | -53.5% | -60.5% |
| All | -70.2% | -4.2% | -66.0% | -75.9% |
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