-45.2%
CPNG vs PTC
+62.1%
-107.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | -6.2% | +0.5% | -6.7% | -6.4% |
| 30D | +4.6% | +0.9% | +3.7% | +4.3% |
| 3M | -3.1% | +30.4% | -33.5% | -15.3% |
| 6M | -0.9% | +34.4% | -35.3% | -15.9% |
| YTD | -32.2% | +12.6% | -44.8% | -36.9% |
| 1Y | -44.2% | +10.2% | -54.4% | -47.4% |
| 3Y | +4.4% | +29.4% | -25.0% | -20.1% |
| 5Y | -45.2% | +63.7% | -109.0% | -66.9% |
| All | -45.2% | +62.1% | -107.4% | -66.9% |
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 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