+1.2%
PTC vs CPAY
+54.3%
-53.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.0% | -3.2% |
| 7D | -13.6% | -2.5% | -11.1% | -12.6% |
| 30D | -14.7% | +1.3% | -16.0% | -15.1% |
| 3M | -5.9% | +13.5% | -19.4% | -10.6% |
| 6M | -21.1% | +24.7% | -45.9% | -28.4% |
| YTD | -26.0% | +34.9% | -61.0% | -35.4% |
| 1Y | -36.8% | +29.7% | -66.5% | -44.2% |
| 3Y | -10.3% | +49.4% | -59.7% | -28.4% |
| 5Y | +1.2% | +53.5% | -52.3% | -21.9% |
| All | +1.2% | +54.3% | -53.1% | -21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling