+130.5%
PTC vs CLBK
+62.9%
+67.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | -0.2% |
| 7D | +0.8% | +1.8% | -1.0% | +0.3% |
| 30D | +0.7% | +5.1% | -4.4% | -0.7% |
| 3M | +32.6% | +5.2% | +27.4% | +30.3% |
| 6M | +33.6% | +28.6% | +5.0% | +23.8% |
| YTD | +12.4% | +61.4% | -49.0% | -2.7% |
| 1Y | +11.2% | +64.7% | -53.5% | -4.4% |
| 3Y | +31.7% | +55.1% | -23.4% | +12.4% |
| 5Y | +60.1% | +28.4% | +31.7% | +37.4% |
| All | +130.5% | +62.9% | +67.7% | +83.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling