+8.7%
PTC vs CPB
-39.5%
+48.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.4% | -2.6% | -5.7% |
| 7D | -10.3% | -8.6% | -1.7% | -9.4% |
| 30D | +1.1% | -7.2% | +8.4% | +1.9% |
| 3M | +1.6% | +0.9% | +0.7% | +1.6% |
| 6M | -13.5% | -11.8% | -1.7% | -12.6% |
| YTD | -19.1% | -19.4% | +0.4% | -17.7% |
| 1Y | -33.9% | -30.4% | -3.5% | -32.1% |
| 3Y | -3.9% | -40.2% | +36.2% | -1.4% |
| All | +8.7% | -39.5% | +48.2% | +11.6% |
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