+35.8%
PFE vs PTC
+224.0%
-188.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.0% | +4.8% | -0.4% |
| 7D | +1.8% | -10.3% | +12.0% | +3.3% |
| 30D | +10.2% | +1.1% | +9.1% | +9.9% |
| 3M | +12.7% | +1.6% | +11.1% | +11.9% |
| 6M | +10.5% | -13.5% | +24.0% | +12.3% |
| YTD | +20.2% | -19.1% | +39.2% | +23.1% |
| 1Y | +24.1% | -33.9% | +57.9% | +30.9% |
| 3Y | -3.6% | -3.9% | +0.3% | -5.2% |
| 5Y | -20.9% | +6.0% | -26.9% | -24.4% |
| All | +35.8% | +224.0% | -188.2% | +0.1% |
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