+73.3%
CSGP vs PTC
+333.9%
-260.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | +13.9% | -0.1% | +14.0% | +14.0% |
| 30D | +16.0% | +0.8% | +15.2% | +15.6% |
| 3M | +6.1% | +39.6% | -33.5% | -10.7% |
| 6M | -8.2% | +41.5% | -49.6% | -23.6% |
| YTD | -52.3% | +11.7% | -64.0% | -55.8% |
| 1Y | -54.5% | +2.4% | -56.9% | -56.3% |
| 3Y | -58.6% | +31.9% | -90.5% | -65.3% |
| 5Y | -61.5% | +54.5% | -116.0% | -70.4% |
| All | +73.3% | +333.9% | -260.6% | -21.7% |
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