+63.5%
PTC vs CASY
+254.7%
-191.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.2% |
| 7D | +1.3% | +5.0% | -3.7% | +0.3% |
| 30D | +1.1% | +8.2% | -7.1% | -0.5% |
| 3M | +30.1% | -18.2% | +48.3% | +34.7% |
| 6M | +34.0% | -18.6% | +52.6% | +38.3% |
| YTD | +12.8% | +26.8% | -14.0% | +2.8% |
| 1Y | +10.7% | +31.6% | -20.9% | -0.4% |
| 3Y | +29.6% | +156.5% | -126.9% | -8.1% |
| 5Y | +63.5% | +258.6% | -195.1% | -3.8% |
| All | +63.5% | +254.7% | -191.2% | -3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling