-76.7%
PCG vs PTC
+326.2%
-402.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | -1.1% | +0.8% | -1.9% | -1.2% |
| 30D | +0.1% | +0.7% | -0.7% | -0.1% |
| 3M | -24.4% | +32.6% | -57.0% | -30.1% |
| 6M | -17.7% | +33.6% | -51.2% | -24.6% |
| YTD | -17.4% | +12.4% | -29.9% | -21.2% |
| 1Y | -19.4% | +11.2% | -30.6% | -22.9% |
| 3Y | -18.6% | +31.7% | -50.3% | -27.9% |
| 5Y | +10.2% | +60.1% | -49.8% | -9.9% |
| 10Y | -76.7% | +317.2% | -393.9% | -85.0% |
| All | -76.7% | +326.2% | -402.9% | -85.0% |
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