+198.3%
PTC vs CHD
+123.8%
+74.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -3.0% |
| 7D | -13.6% | -4.2% | -9.4% | -12.9% |
| 30D | -14.7% | -7.6% | -7.1% | -13.5% |
| 3M | -5.9% | -1.6% | -4.3% | -5.6% |
| 6M | -21.1% | -6.3% | -14.8% | -20.3% |
| YTD | -26.0% | +14.6% | -40.6% | -28.0% |
| 1Y | -36.8% | +1.6% | -38.4% | -37.2% |
| 3Y | -10.3% | +3.1% | -13.4% | -11.8% |
| 5Y | +1.2% | +21.1% | -19.9% | -5.3% |
| 10Y | +198.3% | +128.6% | +69.7% | +145.0% |
| All | +198.3% | +123.8% | +74.5% | +145.0% |
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 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