-62.9%
CSGP vs PTC
+62.1%
-125.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -7.1% | +0.5% | -7.6% | -7.3% |
| 30D | +3.6% | +0.9% | +2.7% | +3.2% |
| 3M | -2.7% | +30.4% | -33.1% | -16.0% |
| 6M | -8.0% | +34.4% | -42.5% | -22.5% |
| YTD | -55.0% | +12.6% | -67.6% | -58.3% |
| 1Y | -55.8% | +10.2% | -65.9% | -58.6% |
| 3Y | -62.0% | +29.4% | -91.4% | -69.1% |
| 5Y | -62.9% | +63.7% | -126.7% | -74.3% |
| All | -62.9% | +62.1% | -125.1% | -74.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling