+609.0%
PTC vs CAPR
-99.1%
+708.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.3% | -7.3% | -6.1% |
| 7D | -10.3% | -2.0% | -8.3% | -10.2% |
| 30D | +1.1% | +139.2% | -138.0% | -0.2% |
| 3M | +1.6% | -66.4% | +68.0% | +2.1% |
| 6M | -13.5% | -63.1% | +49.7% | -13.2% |
| YTD | -19.1% | -67.4% | +48.4% | -18.8% |
| 1Y | -33.9% | +58.2% | -92.1% | -37.2% |
| 3Y | -3.9% | +42.2% | -46.1% | -10.5% |
| 5Y | +6.0% | +87.3% | -81.2% | -2.5% |
| 10Y | +223.7% | -75.3% | +299.0% | +187.4% |
| All | +609.0% | -99.1% | +708.1% | +537.5% |
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