+222.4%
PTC vs CPB
-47.3%
+269.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.4% | -2.6% | -5.8% |
| 7D | -10.3% | -8.6% | -1.7% | -9.7% |
| 30D | +1.1% | -7.2% | +8.4% | +1.7% |
| 3M | +1.6% | +0.9% | +0.7% | +1.6% |
| 6M | -13.5% | -11.8% | -1.7% | -12.8% |
| YTD | -19.1% | -19.4% | +0.4% | -18.0% |
| 1Y | -33.9% | -30.4% | -3.5% | -32.5% |
| 3Y | -3.9% | -40.2% | +36.2% | -1.6% |
| 5Y | +6.0% | -39.5% | +45.5% | +8.5% |
| All | +222.4% | -47.3% | +269.8% | +230.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling