+3,264.4%
CSGP vs PTC
+103.7%
+3,160.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.0% | +3.6% | -1.0% |
| 7D | -4.1% | -10.3% | +6.2% | -1.6% |
| 30D | +2.3% | +1.1% | +1.2% | +2.0% |
| 3M | -8.2% | +1.6% | -9.8% | -8.7% |
| 6M | -35.1% | -13.5% | -21.6% | -32.9% |
| YTD | -54.0% | -19.1% | -35.0% | -51.7% |
| 1Y | -65.3% | -33.9% | -31.4% | -61.8% |
| 3Y | -62.6% | -3.9% | -58.7% | -62.5% |
| 5Y | -64.8% | +6.0% | -70.9% | -65.7% |
| 10Y | +45.1% | +223.7% | -178.7% | +8.9% |
| All | +3,264.4% | +103.7% | +3,160.6% | +1,597.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling