-0.8%
CRM vs PTC
+4.1%
-4.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +0.8% |
| 7D | -4.4% | -7.3% | +2.8% | +0.6% |
| 30D | +28.1% | -11.6% | +39.8% | +40.0% |
| 3M | +48.8% | +10.5% | +38.4% | +39.0% |
| 6M | +28.3% | -17.8% | +46.1% | +45.8% |
| YTD | -6.0% | -24.9% | +18.9% | +13.6% |
| 1Y | +1.4% | -36.8% | +38.3% | +37.2% |
| 3Y | +11.8% | -8.7% | +20.6% | +12.5% |
| All | -0.8% | +4.1% | -4.9% | -15.1% |
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