+28.8%
PTC vs CPAY
+101.0%
-72.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -4.8% |
| 3M | +27.4% | +8.7% | +18.7% | +23.3% |
| 6M | +39.2% | +39.5% | -0.3% | +23.7% |
| YTD | +12.5% | +53.6% | -41.1% | -4.0% |
| 1Y | +12.3% | +63.3% | -51.0% | -6.3% |
| 3Y | +28.8% | +101.7% | -72.9% | -1.5% |
| All | +28.8% | +101.0% | -72.2% | -1.5% |
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