-33.9%
PTC vs CPB
-32.6%
-1.3%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.4% | -2.6% | -5.4% |
| 7D | -10.3% | -8.6% | -1.7% | -8.9% |
| 30D | +1.1% | -7.2% | +8.4% | +2.4% |
| 3M | +1.6% | +0.9% | +0.7% | +1.7% |
| 6M | -13.5% | -11.8% | -1.7% | -12.0% |
| YTD | -19.1% | -19.4% | +0.4% | -16.4% |
| 1Y | -33.9% | -30.4% | -3.5% | -30.9% |
| All | -33.9% | -32.6% | -1.3% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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