+44.1%
CSGP vs PTC
+224.0%
-179.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.0% | +3.6% | +0.3% |
| 7D | -4.1% | -10.3% | +6.2% | +0.7% |
| 30D | +2.3% | +1.1% | +1.2% | +1.6% |
| 3M | -8.2% | +1.6% | -9.8% | -9.5% |
| 6M | -35.1% | -13.5% | -21.6% | -31.2% |
| YTD | -54.0% | -19.1% | -35.0% | -49.7% |
| 1Y | -65.3% | -33.9% | -31.4% | -58.7% |
| 3Y | -62.6% | -3.9% | -58.7% | -63.1% |
| 5Y | -64.8% | +6.0% | -70.9% | -67.4% |
| All | +44.1% | +224.0% | -179.9% | -18.7% |
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