+2.7%
PTC vs CHD
+21.8%
-19.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.0% | -3.5% | -5.2% |
| 7D | -12.8% | -2.9% | -9.9% | -12.4% |
| 30D | -9.8% | -6.2% | -3.6% | -9.0% |
| 3M | -2.1% | +1.6% | -3.6% | -2.2% |
| 6M | -18.1% | -3.5% | -14.6% | -17.7% |
| YTD | -23.5% | +16.2% | -39.7% | -25.0% |
| 1Y | -37.4% | +3.4% | -40.8% | -37.7% |
| 3Y | -7.2% | +4.6% | -11.8% | -8.6% |
| 5Y | +2.7% | +21.1% | -18.5% | -4.6% |
| All | +2.7% | +21.8% | -19.1% | -4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling