+6,346.6%
PTC vs CASY
+36,294.0%
-29,947.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.3% | -5.7% | -5.9% |
| 7D | -10.3% | +0.1% | -10.3% | -10.3% |
| 30D | +1.1% | -11.3% | +12.5% | +4.6% |
| 3M | +1.6% | -0.6% | +2.3% | +0.2% |
| 6M | -13.5% | +10.7% | -24.2% | -17.9% |
| YTD | -19.1% | +37.1% | -56.2% | -28.4% |
| 1Y | -33.9% | +52.3% | -86.2% | -43.7% |
| 3Y | -3.9% | +215.2% | -219.1% | -36.7% |
| 5Y | +6.0% | +276.5% | -270.5% | -34.6% |
| 10Y | +223.7% | +508.4% | -284.6% | +63.6% |
| All | +6,346.6% | +36,294.0% | -29,947.4% | +857.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling