+200.2%
PTC vs CNI
+138.2%
+62.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.1% |
| 7D | -7.3% | -0.4% | -6.9% | -7.1% |
| 30D | -11.6% | -2.7% | -8.9% | -10.3% |
| 3M | +10.5% | +3.9% | +6.5% | +7.8% |
| 6M | -17.8% | +16.4% | -34.2% | -25.4% |
| YTD | -24.9% | +25.8% | -50.7% | -35.3% |
| 1Y | -36.8% | +32.4% | -69.2% | -47.2% |
| 3Y | -8.7% | +19.1% | -27.8% | -20.4% |
| 5Y | +4.1% | +13.6% | -9.5% | -8.2% |
| All | +200.2% | +138.2% | +62.0% | +67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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