-4.4%
PEP vs PTC
+29.2%
-33.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +1.1% | +0.5% | +0.6% | +1.1% |
| 30D | +13.6% | +0.9% | +12.7% | +13.6% |
| 3M | +5.1% | +30.4% | -25.3% | +4.3% |
| 6M | -1.6% | +34.4% | -36.0% | -3.1% |
| YTD | +3.3% | +12.6% | -9.2% | +2.1% |
| 1Y | +3.2% | +10.2% | -7.0% | +2.1% |
| All | -4.4% | +29.2% | -33.6% | -6.7% |
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