+517.7%
PTC vs CPAY
+1,565.5%
-1,047.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.8% | -5.2% | -5.7% |
| 7D | -10.3% | +2.1% | -12.3% | -11.1% |
| 30D | +1.1% | +5.5% | -4.4% | -1.3% |
| 3M | +1.6% | +16.6% | -15.0% | -5.2% |
| 6M | -13.5% | +26.7% | -40.1% | -22.9% |
| YTD | -19.1% | +38.4% | -57.4% | -31.2% |
| 1Y | -33.9% | +30.1% | -64.0% | -42.7% |
| 3Y | -3.9% | +52.6% | -56.5% | -25.0% |
| 5Y | +6.0% | +59.0% | -52.9% | -20.7% |
| 10Y | +223.7% | +148.4% | +75.4% | +88.8% |
| All | +517.7% | +1,565.5% | -1,047.8% | +45.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling