+51.7%
PTC vs CLBK
+64.7%
-13.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -2.9% |
| 7D | -13.6% | -1.5% | -12.1% | -13.2% |
| 30D | -14.7% | +6.7% | -21.3% | -16.2% |
| 3M | -5.9% | +21.2% | -27.1% | -11.0% |
| 6M | -21.1% | +42.0% | -63.1% | -28.8% |
| YTD | -26.0% | +63.3% | -89.3% | -36.0% |
| 1Y | -36.8% | +65.4% | -102.2% | -45.7% |
| 3Y | -10.3% | +52.5% | -62.7% | -22.9% |
| 5Y | +1.2% | +42.0% | -40.8% | -16.9% |
| All | +51.7% | +64.7% | -13.0% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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