+1,438.1%
CRS vs PTC
+1.8%
+1,436.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.5% | +2.0% | -1.5% |
| 7D | -3.1% | -12.8% | +9.7% | +1.7% |
| 30D | -19.6% | -9.8% | -9.8% | -16.9% |
| 3M | -8.1% | -2.1% | -6.0% | -9.2% |
| 6M | +18.6% | -18.1% | +36.7% | +26.4% |
| YTD | +45.9% | -23.5% | +69.4% | +60.1% |
| 1Y | +82.5% | -37.4% | +119.8% | +121.5% |
| 3Y | +648.9% | -7.2% | +656.1% | +602.9% |
| 5Y | +1,438.1% | +2.7% | +1,435.5% | +1,253.9% |
| All | +1,438.1% | +1.8% | +1,436.3% | +1,253.9% |
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