+2,907.3%
PEG vs PTC
+8,866.4%
-5,959.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | +1.5% | +0.5% | +1.0% | +1.4% |
| 30D | +5.0% | +0.9% | +4.1% | +4.9% |
| 3M | -0.3% | +30.4% | -30.7% | -2.9% |
| 6M | -2.7% | +34.4% | -37.1% | -5.6% |
| YTD | -5.1% | +12.6% | -17.7% | -6.8% |
| 1Y | -8.3% | +10.2% | -18.4% | -9.8% |
| 3Y | +33.0% | +29.4% | +3.7% | +28.4% |
| 5Y | +41.3% | +63.7% | -22.5% | +33.0% |
| 10Y | +164.5% | +316.9% | -152.3% | +127.3% |
| All | +2,907.3% | +8,866.4% | -5,959.1% | +1,788.3% |
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