+2,856.5%
PEG vs PTC
+6,346.6%
-3,490.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.0% | +5.9% | +0.3% |
| 7D | +0.7% | -10.3% | +11.0% | +1.6% |
| 30D | -2.4% | +1.1% | -3.6% | -2.6% |
| 3M | -4.8% | +1.6% | -6.4% | -5.2% |
| 6M | -10.7% | -13.5% | +2.8% | -10.0% |
| YTD | -6.7% | -19.1% | +12.4% | -5.6% |
| 1Y | -6.8% | -33.9% | +27.0% | -4.2% |
| 3Y | +34.5% | -3.9% | +38.4% | +33.4% |
| 5Y | +35.8% | +6.0% | +29.7% | +32.7% |
| 10Y | +141.7% | +223.7% | -82.0% | +112.9% |
| All | +2,856.5% | +6,346.6% | -3,490.1% | +1,814.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling