+195.4%
PTC vs CPAY
+155.3%
+40.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.4% |
| 7D | -14.2% | -2.7% | -11.6% | -13.1% |
| 30D | -14.4% | +0.6% | -15.0% | -14.7% |
| 3M | -4.7% | +17.0% | -21.8% | -11.2% |
| 6M | -19.3% | +24.1% | -43.4% | -27.4% |
| YTD | -26.1% | +35.7% | -61.8% | -36.8% |
| 1Y | -37.1% | +34.0% | -71.1% | -46.3% |
| 3Y | -10.4% | +50.3% | -60.6% | -30.1% |
| 5Y | +2.5% | +56.7% | -54.2% | -23.6% |
| All | +195.4% | +155.3% | +40.1% | +76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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