+222.4%
PTC vs CRL
+255.5%
-33.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.7% | -4.4% | -5.4% |
| 7D | -10.3% | -1.0% | -9.2% | -9.9% |
| 30D | +1.1% | +10.7% | -9.5% | -2.5% |
| 3M | +1.6% | +55.3% | -53.7% | -14.4% |
| 6M | -13.5% | +60.7% | -74.1% | -29.1% |
| YTD | -19.1% | +44.6% | -63.7% | -31.4% |
| 1Y | -33.9% | +77.7% | -111.6% | -48.8% |
| 3Y | -3.9% | +37.6% | -41.5% | -23.5% |
| 5Y | +6.0% | -35.8% | +41.9% | +18.0% |
| All | +222.4% | +255.5% | -33.1% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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