-4.6%
PEP vs PTC
+31.8%
-36.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | +6.7% | -0.1% | +6.8% | +6.7% |
| 30D | +13.5% | +0.8% | +12.7% | +13.5% |
| 3M | +3.9% | +39.6% | -35.6% | +2.8% |
| 6M | -6.0% | +41.5% | -47.5% | -7.5% |
| YTD | +2.5% | +11.7% | -9.2% | +1.3% |
| 1Y | +3.9% | +2.4% | +1.5% | +3.0% |
| All | -4.6% | +31.8% | -36.4% | -8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling