-20.0%
PTC vs CAI
-8.1%
-11.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.0% | -4.5% | -5.4% |
| 7D | -12.8% | +0.2% | -13.0% | -12.8% |
| 30D | -9.8% | +9.1% | -18.9% | -11.0% |
| 3M | -2.1% | +53.8% | -55.8% | -8.2% |
| 6M | -18.1% | +33.5% | -51.6% | -22.3% |
| YTD | -23.5% | -8.0% | -15.5% | -23.5% |
| 1Y | -37.4% | -28.7% | -8.7% | -35.1% |
| All | -20.0% | -8.1% | -11.9% | -20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling