+643.1%
PTC vs CRL
+1,630.9%
-987.7%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.8% | -7.6% | -2.5% |
| 7D | -0.2% | -6.1% | +5.9% | +1.5% |
| 30D | +0.8% | +12.4% | -11.6% | -4.0% |
| 3M | +32.1% | +27.1% | +5.0% | +20.9% |
| 6M | +42.6% | +85.7% | -43.1% | +12.7% |
| YTD | +12.0% | +69.2% | -57.2% | -9.8% |
| 1Y | +12.2% | +97.5% | -85.4% | -14.7% |
| 3Y | +31.2% | +86.1% | -54.9% | -5.2% |
| 5Y | +54.9% | -10.0% | +64.9% | +41.7% |
| 10Y | +343.1% | +395.0% | -51.8% | +115.0% |
| All | +643.1% | +1,630.9% | -987.7% | +187.4% |
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 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