+4.8%
PEP vs PTC
+10.9%
-6.1%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.2% |
| 7D | +4.6% | +1.3% | +3.3% | +4.6% |
| 30D | +14.0% | +1.1% | +12.9% | +14.0% |
| 3M | +5.4% | +30.1% | -24.8% | +4.8% |
| 6M | -5.1% | +34.0% | -39.2% | -7.9% |
| YTD | +3.1% | +12.8% | -9.7% | -0.8% |
| 1Y | +4.8% | +10.7% | -6.0% | +0.9% |
| All | +4.8% | +10.9% | -6.1% | +0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling