-54.6%
CSGP vs PTC
+5.5%
-60.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.2% | -4.9% | -4.8% |
| 7D | +1.3% | -0.2% | +1.5% | +1.3% |
| 30D | +10.7% | +0.8% | +9.9% | +10.4% |
| 3M | +3.3% | +32.1% | -28.8% | -7.6% |
| 6M | -10.3% | +42.6% | -53.0% | -24.5% |
| YTD | -54.6% | +12.0% | -66.5% | -54.4% |
| 1Y | -54.6% | +12.2% | -66.8% | -54.5% |
| All | -54.6% | +5.5% | -60.2% | -54.5% |
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