-33.9%
PTC vs CHD
+7.1%
-40.9%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | 0.0% | -6.0% | -6.0% |
| 7D | -10.3% | -2.7% | -7.6% | -10.0% |
| 30D | +1.1% | -4.6% | +5.8% | +1.6% |
| 3M | +1.6% | +5.0% | -3.4% | +1.7% |
| 6M | -13.5% | -3.2% | -10.3% | -12.9% |
| YTD | -19.1% | +18.6% | -37.7% | -20.1% |
| 1Y | -33.9% | +4.8% | -38.7% | -35.0% |
| All | -33.9% | +7.1% | -40.9% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1y: compounded portfolio wealth divided by compounded CHD 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…
1y analysis · Full analysis span regression · 6 months rolling