+317.2%
PTC vs CRL
+400.8%
-83.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.7% | -4.3% | -1.3% |
| 7D | +0.8% | +4.4% | -3.6% | -1.1% |
| 30D | +0.7% | +17.1% | -16.4% | -5.8% |
| 3M | +32.6% | +32.1% | +0.5% | +19.0% |
| 6M | +33.6% | +98.9% | -65.4% | +1.6% |
| YTD | +12.4% | +77.1% | -64.7% | -11.9% |
| 1Y | +11.2% | +110.3% | -99.0% | -18.7% |
| 3Y | +31.7% | +108.5% | -76.8% | -12.0% |
| 5Y | +60.1% | -7.9% | +67.9% | +52.7% |
| 10Y | +317.2% | +368.9% | -51.7% | +67.3% |
| All | +317.2% | +400.8% | -83.6% | +67.3% |
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