+67.3%
CSGP vs PTC
+326.2%
-258.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.8% | +2.1% |
| 7D | -1.8% | +0.8% | -2.6% | -2.1% |
| 30D | +5.3% | +0.7% | +4.6% | +4.9% |
| 3M | +3.3% | +32.6% | -29.3% | -10.9% |
| 6M | -4.7% | +33.6% | -38.2% | -18.6% |
| YTD | -53.5% | +12.4% | -66.0% | -57.0% |
| 1Y | -53.7% | +11.2% | -65.0% | -57.1% |
| 3Y | -59.7% | +31.7% | -91.4% | -66.3% |
| 5Y | -62.5% | +60.1% | -122.5% | -71.6% |
| 10Y | +67.3% | +317.2% | -249.9% | -23.2% |
| All | +67.3% | +326.2% | -258.9% | -23.2% |
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