-10.0%
PTC vs CPAY
+48.3%
-58.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.0% | -3.2% |
| 7D | -13.6% | -2.5% | -11.1% | -12.7% |
| 30D | -14.7% | +1.3% | -16.0% | -15.0% |
| 3M | -5.9% | +13.5% | -19.4% | -9.9% |
| 6M | -21.1% | +24.7% | -45.9% | -27.2% |
| YTD | -26.0% | +34.9% | -61.0% | -33.8% |
| 1Y | -36.8% | +29.7% | -66.5% | -42.7% |
| All | -10.0% | +48.3% | -58.4% | -25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling