-19.6%
PCG vs PTC
+10.5%
-30.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.3% |
| 7D | -1.1% | +0.8% | -1.9% | -1.0% |
| 30D | +0.1% | +0.7% | -0.7% | +0.1% |
| 3M | -24.4% | +32.6% | -57.0% | -23.9% |
| 6M | -17.7% | +33.6% | -51.2% | -16.8% |
| YTD | -17.4% | +12.4% | -29.9% | -17.6% |
| All | -19.6% | +10.5% | -30.1% | -20.0% |
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 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