+76.6%
PEP vs PTC
+204.7%
-128.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.5% | +6.1% | +1.3% |
| 7D | +0.1% | -12.8% | +12.9% | +1.9% |
| 30D | +0.7% | -9.8% | +10.4% | +1.9% |
| 3M | -0.5% | -2.1% | +1.5% | -0.7% |
| 6M | -11.3% | -18.1% | +6.8% | -9.5% |
| YTD | -0.6% | -23.5% | +22.9% | +2.3% |
| 1Y | +1.7% | -37.4% | +39.0% | +7.4% |
| 3Y | -12.5% | -7.2% | -5.2% | -14.1% |
| 5Y | +3.9% | +2.7% | +1.2% | -1.1% |
| 10Y | +76.6% | +203.4% | -126.8% | +36.3% |
| All | +76.6% | +204.7% | -128.2% | +36.3% |
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 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