+31.2%
PTC vs CRL
+86.4%
-55.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.8% | -7.6% | -1.4% |
| 7D | -0.2% | -6.1% | +5.9% | +0.9% |
| 30D | +0.8% | +12.4% | -11.6% | -2.3% |
| 3M | +32.1% | +27.1% | +5.0% | +25.3% |
| 6M | +42.6% | +85.7% | -43.1% | +24.8% |
| YTD | +12.0% | +69.2% | -57.2% | -0.7% |
| 1Y | +12.2% | +97.5% | -85.4% | -4.0% |
| 3Y | +31.2% | +86.1% | -54.9% | +14.3% |
| All | +31.2% | +86.4% | -55.2% | +14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling