-51.2%
CPNG vs PTC
-0.9%
-50.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +2.9% | +1.2% |
| 7D | -7.6% | -13.6% | +6.0% | -1.0% |
| 30D | -8.8% | -14.7% | +5.8% | -2.0% |
| 3M | -7.2% | -5.9% | -1.3% | -6.4% |
| 6M | -21.5% | -21.1% | -0.4% | -13.2% |
| YTD | -37.4% | -26.0% | -11.4% | -28.5% |
| 1Y | -54.3% | -36.8% | -17.5% | -43.0% |
| 3Y | -20.3% | -10.3% | -10.0% | -27.8% |
| 5Y | -51.2% | +1.2% | -52.4% | -62.5% |
| All | -51.2% | -0.9% | -50.3% | -62.5% |
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