+8,817.5%
PTC vs CHD
+11,349.8%
-2,532.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.7% |
| 7D | -0.2% | +2.0% | -2.2% | -0.8% |
| 30D | +0.8% | +13.0% | -12.2% | -2.7% |
| 3M | +32.1% | +6.1% | +26.0% | +29.9% |
| 6M | +42.6% | +15.9% | +26.8% | +36.7% |
| YTD | +12.0% | +31.6% | -19.6% | +3.2% |
| 1Y | +12.2% | +28.5% | -16.3% | +4.0% |
| 3Y | +31.2% | +30.5% | +0.8% | +19.6% |
| 5Y | +54.9% | +30.7% | +24.2% | +39.1% |
| 10Y | +343.1% | +184.2% | +158.9% | +206.4% |
| All | +8,817.5% | +11,349.8% | -2,532.3% | +2,115.4% |
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