-36.8%
PTC vs CAI
-31.0%
-5.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.2% | -0.1% | -2.9% |
| 7D | -13.6% | -3.1% | -10.5% | -13.2% |
| 30D | -14.7% | +2.7% | -17.3% | -15.2% |
| 3M | -5.9% | +41.7% | -47.6% | -10.7% |
| 6M | -21.1% | +26.5% | -47.6% | -24.6% |
| YTD | -26.0% | -10.9% | -15.1% | -25.4% |
| 1Y | -36.8% | -29.2% | -7.6% | -34.0% |
| All | -36.8% | -31.0% | -5.9% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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