+3,301.6%
PEP vs PTC
+8,885.1%
-5,583.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.2% |
| 7D | +4.6% | +1.3% | +3.3% | +4.5% |
| 30D | +14.0% | +1.1% | +12.9% | +13.9% |
| 3M | +5.4% | +30.1% | -24.8% | +2.5% |
| 6M | -5.1% | +34.0% | -39.2% | -8.2% |
| YTD | +3.1% | +12.8% | -9.7% | +1.1% |
| 1Y | +4.8% | +10.7% | -6.0% | +2.9% |
| 3Y | -4.1% | +29.6% | -33.8% | -7.8% |
| 5Y | +3.0% | +63.5% | -60.6% | -3.7% |
| 10Y | +89.6% | +316.7% | -227.1% | +60.5% |
| All | +3,301.6% | +8,885.1% | -5,583.6% | +1,196.0% |
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