+8,885.1%
PTC vs CHD
+11,604.3%
-2,719.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +1.3% | +2.4% | -1.1% | +0.6% |
| 30D | +1.1% | +13.9% | -12.8% | -2.6% |
| 3M | +30.1% | +8.5% | +21.6% | +27.2% |
| 6M | +34.0% | +20.4% | +13.7% | +27.2% |
| YTD | +12.8% | +34.5% | -21.7% | +3.4% |
| 1Y | +10.7% | +33.8% | -23.0% | +1.6% |
| 3Y | +29.6% | +29.1% | +0.5% | +18.5% |
| 5Y | +63.5% | +31.2% | +32.3% | +46.8% |
| 10Y | +316.7% | +193.1% | +123.5% | +185.7% |
| All | +8,885.1% | +11,604.3% | -2,719.1% | +2,118.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling