-19.4%
PCG vs PTC
+10.7%
-30.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | +2.2% | +0.5% | +1.7% | +2.2% |
| 30D | +0.8% | +1.2% | -0.5% | +0.8% |
| 3M | -23.8% | +27.4% | -51.2% | -23.3% |
| 6M | -19.6% | +39.2% | -58.8% | -18.8% |
| YTD | -16.7% | +12.5% | -29.2% | -17.2% |
| 1Y | -19.4% | +12.3% | -31.7% | -19.8% |
| All | -19.4% | +10.7% | -30.1% | -19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling