+317.2%
PTC vs CASY
+551.3%
-234.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.2% | +0.2% |
| 7D | +0.8% | +3.6% | -2.8% | -0.1% |
| 30D | +0.7% | +7.2% | -6.5% | -1.1% |
| 3M | +32.6% | -16.9% | +49.5% | +38.2% |
| 6M | +33.6% | -19.3% | +52.9% | +39.0% |
| YTD | +12.4% | +25.6% | -13.2% | +2.1% |
| 1Y | +11.2% | +30.2% | -18.9% | -0.2% |
| 3Y | +31.7% | +154.9% | -123.2% | -6.5% |
| 5Y | +60.1% | +252.1% | -192.1% | +0.4% |
| 10Y | +317.2% | +535.8% | -218.7% | +113.1% |
| All | +317.2% | +551.3% | -234.1% | +113.1% |
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