-76.4%
PCG vs PTC
+317.3%
-393.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -2.2% | +0.5% | -2.7% | -2.3% |
| 30D | -0.5% | +0.9% | -1.4% | -0.7% |
| 3M | -24.0% | +30.4% | -54.3% | -29.4% |
| 6M | -18.6% | +34.4% | -53.0% | -25.6% |
| YTD | -17.7% | +12.6% | -30.3% | -21.5% |
| 1Y | -20.0% | +10.2% | -30.2% | -23.3% |
| 3Y | -20.2% | +29.4% | -49.6% | -29.0% |
| 5Y | +8.4% | +63.7% | -55.4% | -11.9% |
| 10Y | -76.4% | +316.9% | -393.3% | -84.8% |
| All | -76.4% | +317.3% | -393.7% | -84.8% |
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