+3,446.1%
CSGP vs PTC
+182.0%
+3,264.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +3.9% |
| 7D | +18.3% | +0.1% | +18.2% | +18.3% |
| 30D | +17.8% | +1.5% | +16.3% | +17.4% |
| 3M | +9.3% | +37.8% | -28.5% | -0.2% |
| 6M | -7.9% | +41.2% | -49.2% | -16.5% |
| YTD | -51.5% | +12.0% | -63.6% | -53.5% |
| 1Y | -53.3% | +1.6% | -55.0% | -54.2% |
| 3Y | -57.9% | +32.3% | -90.2% | -61.4% |
| 5Y | -61.3% | +61.4% | -122.7% | -66.2% |
| 10Y | +77.5% | +343.4% | -265.8% | +22.1% |
| All | +3,446.1% | +182.0% | +3,264.1% | +1,533.7% |
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 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