+63.3%
PTC vs CRL
-12.1%
+75.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | +0.5% | +0.1% | +0.3% | +0.4% |
| 30D | +1.2% | +11.9% | -10.7% | -2.6% |
| 3M | +27.4% | +20.2% | +7.2% | +20.5% |
| 6M | +39.2% | +107.5% | -68.3% | +12.3% |
| YTD | +12.5% | +69.4% | -56.9% | -4.8% |
| 1Y | +12.3% | +99.7% | -87.5% | -9.6% |
| 3Y | +28.8% | +98.8% | -69.9% | -3.2% |
| All | +63.3% | -12.1% | +75.4% | +70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling