+317.2%
PTC vs CPB
-39.9%
+357.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.5% |
| 7D | +0.8% | +3.3% | -2.4% | +0.6% |
| 30D | +0.7% | +19.0% | -18.3% | -0.4% |
| 3M | +32.6% | +0.4% | +32.2% | +32.6% |
| 6M | +33.6% | +13.0% | +20.6% | +32.6% |
| YTD | +12.4% | -12.7% | +25.2% | +13.1% |
| 1Y | +11.2% | -20.9% | +32.1% | +12.5% |
| 3Y | +31.7% | -35.4% | +67.1% | +33.8% |
| 5Y | +60.1% | -32.3% | +92.3% | +62.5% |
| 10Y | +317.2% | -40.5% | +357.7% | +322.1% |
| All | +317.2% | -39.9% | +357.1% | +322.1% |
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