-36.8%
PTC vs CHD
+2.2%
-39.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -3.1% |
| 7D | -13.6% | -4.2% | -9.4% | -13.1% |
| 30D | -14.7% | -7.6% | -7.1% | -13.9% |
| 3M | -5.9% | -1.6% | -4.3% | -5.5% |
| 6M | -21.1% | -6.3% | -14.8% | -20.3% |
| YTD | -26.0% | +14.6% | -40.6% | -26.7% |
| 1Y | -36.8% | +1.6% | -38.4% | -37.3% |
| All | -36.8% | +2.2% | -39.0% | -37.3% |
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