-21.0%
PCG vs PTC
+32.2%
-53.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | -1.6% | -0.2% | -1.4% | -1.6% |
| 30D | +1.4% | +0.8% | +0.6% | +1.4% |
| 3M | -23.4% | +32.1% | -55.5% | -24.5% |
| 6M | -19.4% | +42.6% | -62.0% | -21.1% |
| YTD | -18.5% | +12.0% | -30.5% | -18.0% |
| 1Y | -19.5% | +12.2% | -31.7% | -19.1% |
| 3Y | -21.0% | +31.2% | -52.2% | -29.1% |
| All | -21.0% | +32.2% | -53.1% | -29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling