+42.8%
PEG vs PTC
+55.4%
-12.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.4% | +2.9% | +3.3% |
| 7D | +0.9% | +0.8% | +0.1% | +0.8% |
| 30D | +3.8% | +0.7% | +3.1% | +3.7% |
| 3M | +0.1% | +32.6% | -32.5% | -2.8% |
| 6M | -1.0% | +33.6% | -34.5% | -4.0% |
| YTD | -4.1% | +12.4% | -16.6% | -4.9% |
| 1Y | -6.9% | +11.2% | -18.1% | -7.5% |
| 3Y | +35.6% | +31.7% | +4.0% | +27.5% |
| 5Y | +42.8% | +60.1% | -17.3% | +26.7% |
| All | +42.8% | +55.4% | -12.7% | +26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling