+5,676.4%
CRM vs PTC
+994.6%
+4,681.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.3% | -0.2% |
| 7D | -5.0% | -13.6% | +8.6% | +3.0% |
| 30D | +23.6% | -14.7% | +38.3% | +35.5% |
| 3M | +39.6% | -5.9% | +45.5% | +43.6% |
| 6M | +23.4% | -21.1% | +44.6% | +40.5% |
| YTD | -7.4% | -26.0% | +18.7% | +9.4% |
| 1Y | -2.3% | -36.8% | +34.5% | +25.6% |
| 3Y | +10.5% | -10.3% | +20.8% | +15.0% |
| 5Y | -4.7% | +1.2% | -5.9% | -7.7% |
| 10Y | +234.7% | +198.3% | +36.5% | +62.1% |
| All | +5,676.4% | +994.6% | +4,681.8% | +1,027.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling