+437.2%
PTC vs CRL
+1,379.5%
-942.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.7% | -4.4% | -5.5% |
| 7D | -10.3% | -1.0% | -9.2% | -10.0% |
| 30D | +1.1% | +10.7% | -9.5% | -2.4% |
| 3M | +1.6% | +55.3% | -53.7% | -13.6% |
| 6M | -13.5% | +60.7% | -74.1% | -28.4% |
| YTD | -19.1% | +44.6% | -63.7% | -30.8% |
| 1Y | -33.9% | +77.7% | -111.6% | -47.9% |
| 3Y | -3.9% | +37.6% | -41.5% | -22.5% |
| 5Y | +6.0% | -35.8% | +41.9% | +9.5% |
| 10Y | +223.7% | +241.7% | -18.0% | +78.7% |
| All | +437.2% | +1,379.5% | -942.3% | +120.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling