+222.4%
PTC vs CASY
+568.7%
-346.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.3% | -5.7% | -6.0% |
| 7D | -10.3% | +0.1% | -10.3% | -10.3% |
| 30D | +1.1% | -11.3% | +12.5% | +4.0% |
| 3M | +1.6% | -0.6% | +2.3% | +0.4% |
| 6M | -13.5% | +10.7% | -24.2% | -17.6% |
| YTD | -19.1% | +37.1% | -56.2% | -27.9% |
| 1Y | -33.9% | +52.3% | -86.2% | -43.2% |
| 3Y | -3.9% | +215.2% | -219.1% | -36.1% |
| 5Y | +6.0% | +276.5% | -270.5% | -34.4% |
| All | +222.4% | +568.7% | -346.3% | +61.4% |
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