+330.1%
PTC vs CASY
+553.2%
-223.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -0.2% | +1.1% | -1.3% | -0.5% |
| 30D | +0.8% | +8.7% | -7.9% | -1.5% |
| 3M | +32.1% | -17.3% | +49.4% | +37.9% |
| 6M | +42.6% | -19.7% | +62.4% | +48.5% |
| YTD | +12.0% | +24.8% | -12.9% | +1.9% |
| 1Y | +12.2% | +31.9% | -19.7% | +0.1% |
| 3Y | +31.2% | +155.4% | -124.2% | -7.0% |
| 5Y | +54.9% | +250.6% | -195.7% | -2.8% |
| All | +330.1% | +553.2% | -223.0% | +116.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 10y: compounded portfolio wealth divided by compounded CASY 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…
10y analysis · Full analysis span regression · 6 months rolling