+10.2%
PTC vs CAI
-0.4%
+10.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.2% |
| 7D | +0.5% | -26.3% | +26.8% | +4.1% |
| 30D | +0.9% | -17.5% | +18.4% | +2.7% |
| 3M | +30.4% | +5.8% | +24.5% | +28.3% |
| 6M | +34.4% | +53.6% | -19.2% | +26.6% |
| YTD | +12.6% | -9.2% | +21.8% | +9.5% |
| 1Y | +10.2% | -2.7% | +12.9% | +7.3% |
| All | +10.2% | -0.4% | +10.6% | +7.3% |
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