-36.8%
PTC vs CLBK
+67.6%
-104.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -3.0% |
| 7D | -13.6% | -1.5% | -12.1% | -13.3% |
| 30D | -14.7% | +6.7% | -21.3% | -15.7% |
| 3M | -5.9% | +21.2% | -27.1% | -9.7% |
| 6M | -21.1% | +42.0% | -63.1% | -26.8% |
| YTD | -26.0% | +63.3% | -89.3% | -33.3% |
| 1Y | -36.8% | +65.4% | -102.2% | -43.0% |
| All | -36.8% | +67.6% | -104.4% | -43.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling