-76.0%
PCG vs PTC
+224.0%
-300.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -6.0% | +8.5% | +3.9% |
| 7D | -13.9% | -10.3% | -3.6% | -11.6% |
| 30D | -16.9% | +1.1% | -18.0% | -17.3% |
| 3M | -14.7% | +1.6% | -16.3% | -15.8% |
| 6M | -23.8% | -13.5% | -10.4% | -21.8% |
| YTD | -10.5% | -19.1% | +8.6% | -6.8% |
| 1Y | -5.1% | -33.9% | +28.8% | +4.2% |
| 3Y | -11.6% | -3.9% | -7.7% | -14.9% |
| 5Y | +59.0% | +6.0% | +53.0% | +45.1% |
| All | -76.0% | +224.0% | -300.0% | -83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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