+63.7%
PTC vs CAPR
+219.7%
-155.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +26.5% | -26.7% | -0.3% |
| 7D | +0.5% | +25.8% | -25.3% | +0.4% |
| 30D | +0.9% | +50.2% | -49.3% | +0.7% |
| 3M | +30.4% | +185.5% | -155.1% | +29.3% |
| 6M | +34.4% | -64.8% | +99.2% | +35.0% |
| YTD | +12.6% | -61.1% | +73.7% | +12.9% |
| 1Y | +10.2% | +81.0% | -70.8% | +5.8% |
| 3Y | +29.4% | +300.7% | -271.3% | +8.7% |
| 5Y | +63.7% | +223.3% | -159.6% | +29.3% |
| All | +63.7% | +219.7% | -155.9% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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