-21.9%
CPNG vs PTC
-10.6%
-11.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +2.9% | +0.4% |
| 7D | -7.6% | -13.6% | +6.0% | -4.4% |
| 30D | -8.8% | -14.7% | +5.8% | -5.5% |
| 3M | -7.2% | -5.9% | -1.3% | -6.7% |
| 6M | -21.5% | -21.1% | -0.4% | -16.8% |
| YTD | -37.4% | -26.0% | -11.4% | -32.4% |
| 1Y | -54.3% | -36.8% | -17.5% | -48.1% |
| All | -21.9% | -10.6% | -11.3% | -32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling