+12.3%
PTC vs CPAY
+62.3%
-50.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.6% |
| 7D | +0.5% | +1.6% | -1.1% | -0.1% |
| 30D | +1.2% | +17.6% | -16.4% | -5.1% |
| 3M | +27.4% | +8.7% | +18.7% | +23.2% |
| 6M | +39.2% | +39.5% | -0.3% | +24.2% |
| YTD | +12.5% | +53.6% | -41.1% | -1.7% |
| 1Y | +12.3% | +63.3% | -51.0% | -2.0% |
| All | +12.3% | +62.3% | -50.0% | -2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling