+311.9%
PTC vs CHD
+196.1%
+115.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.4% |
| 7D | +0.5% | +3.6% | -3.2% | -0.2% |
| 30D | +1.2% | +10.4% | -9.2% | -0.6% |
| 3M | +27.4% | +12.2% | +15.2% | +24.6% |
| 6M | +39.2% | +19.9% | +19.3% | +34.7% |
| YTD | +12.5% | +36.4% | -23.9% | +6.1% |
| 1Y | +12.3% | +35.1% | -22.9% | +6.1% |
| 3Y | +28.8% | +29.2% | -0.4% | +21.5% |
| 5Y | +60.9% | +33.4% | +27.5% | +48.4% |
| All | +311.9% | +196.1% | +115.8% | +229.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling