+316.9%
PTC vs CASY
+565.2%
-248.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.8% |
| 7D | +0.5% | +5.8% | -5.3% | -1.0% |
| 30D | +0.9% | +10.7% | -9.8% | -1.8% |
| 3M | +30.4% | -13.9% | +44.2% | +34.6% |
| 6M | +34.4% | -18.4% | +52.9% | +39.6% |
| YTD | +12.6% | +29.6% | -17.0% | +1.4% |
| 1Y | +10.2% | +32.8% | -22.6% | -1.6% |
| 3Y | +29.4% | +162.3% | -132.9% | -8.9% |
| 5Y | +63.7% | +265.0% | -201.3% | +1.7% |
| 10Y | +316.9% | +555.4% | -238.5% | +110.3% |
| All | +316.9% | +565.2% | -248.3% | +110.3% |
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