+63.3%
PTC vs CPB
-33.2%
+96.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.3% | -0.4% |
| 7D | +0.5% | -1.6% | +2.0% | +0.6% |
| 30D | +1.2% | +19.2% | -18.0% | -0.2% |
| 3M | +27.4% | -0.9% | +28.3% | +27.7% |
| 6M | +39.2% | +15.2% | +24.0% | +37.7% |
| YTD | +12.5% | -13.1% | +25.6% | +13.7% |
| 1Y | +12.3% | -22.4% | +34.7% | +14.2% |
| 3Y | +28.8% | -35.3% | +64.1% | +31.1% |
| All | +63.3% | -33.2% | +96.5% | +69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling