-54.5%
CSGP vs PTC
+1.3%
-55.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | +13.9% | -0.1% | +14.0% | +13.9% |
| 30D | +16.0% | +0.8% | +15.2% | +15.7% |
| 3M | +6.1% | +39.6% | -33.5% | -8.7% |
| 6M | -8.2% | +41.5% | -49.6% | -22.3% |
| YTD | -52.3% | +11.7% | -64.0% | -52.5% |
| 1Y | -54.5% | +2.4% | -56.9% | -52.8% |
| All | -54.5% | +1.3% | -55.8% | -52.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling