+880.7%
PTC vs CAPR
-99.1%
+979.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.7% | -4.4% | +0.2% |
| 7D | -0.2% | +41.1% | -41.3% | -0.7% |
| 30D | +0.8% | +11.1% | -10.4% | +0.6% |
| 3M | +32.1% | +115.3% | -83.2% | +30.4% |
| 6M | +42.6% | -73.8% | +116.4% | +43.6% |
| YTD | +12.0% | -68.8% | +80.8% | +12.3% |
| 1Y | +12.2% | +43.3% | -31.2% | +6.6% |
| 3Y | +31.2% | +214.7% | -183.5% | +20.7% |
| 5Y | +54.9% | +141.3% | -86.4% | +41.8% |
| 10Y | +343.1% | -67.0% | +410.2% | +292.5% |
| All | +880.7% | -99.1% | +979.8% | +781.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling