+143.4%
PEG vs PTC
+205.0%
-61.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.3% |
| 7D | -0.9% | -7.3% | +6.4% | +0.1% |
| 30D | -3.7% | -11.6% | +7.9% | -2.2% |
| 3M | -7.3% | +10.5% | -17.7% | -9.0% |
| 6M | -10.5% | -17.8% | +7.3% | -8.5% |
| YTD | -7.5% | -24.9% | +17.4% | -4.3% |
| 1Y | -8.7% | -36.8% | +28.1% | -3.0% |
| 3Y | +31.4% | -8.7% | +40.1% | +29.3% |
| 5Y | +37.8% | +4.1% | +33.7% | +30.8% |
| All | +143.4% | +205.0% | -61.6% | +87.6% |
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