+1,372.2%
CRS vs PTC
+200.6%
+1,171.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +1.6% |
| 7D | -0.5% | -13.6% | +13.0% | +6.4% |
| 30D | -18.1% | -14.7% | -3.4% | -12.1% |
| 3M | -12.4% | -5.9% | -6.5% | -12.6% |
| 6M | +15.9% | -21.1% | +37.1% | +25.8% |
| YTD | +45.8% | -26.0% | +71.8% | +62.8% |
| 1Y | +87.8% | -36.8% | +124.6% | +128.0% |
| 3Y | +648.7% | -10.3% | +659.0% | +620.5% |
| 5Y | +1,416.6% | +1.2% | +1,415.4% | +1,228.1% |
| All | +1,372.2% | +200.6% | +1,171.6% | +682.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling