+48.8%
PFE vs PTC
+312.5%
-263.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -1.7% | +0.5% | -2.2% | -1.8% |
| 30D | +0.3% | +1.2% | -0.9% | +0.2% |
| 3M | +9.4% | +27.4% | -18.0% | +5.3% |
| 6M | +14.9% | +39.2% | -24.3% | +8.8% |
| YTD | +23.8% | +12.5% | +11.3% | +20.7% |
| 1Y | +19.5% | +12.3% | +7.2% | +16.5% |
| 3Y | +21.0% | +28.8% | -7.8% | +14.0% |
| 5Y | -23.9% | +60.9% | -84.8% | -31.7% |
| All | +48.8% | +312.5% | -263.7% | +13.7% |
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 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