+50.7%
PFE vs PTC
+317.3%
-266.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -3.0% | +0.5% | -3.4% | -3.0% |
| 30D | +5.2% | +0.9% | +4.3% | +5.1% |
| 3M | +12.2% | +30.4% | -18.1% | +7.7% |
| 6M | +17.8% | +34.4% | -16.6% | +12.1% |
| YTD | +26.2% | +12.6% | +13.6% | +23.0% |
| 1Y | +23.2% | +10.2% | +13.0% | +20.4% |
| 3Y | +21.3% | +29.4% | -8.1% | +14.1% |
| 5Y | -23.1% | +63.7% | -86.8% | -31.2% |
| 10Y | +50.7% | +316.9% | -266.2% | +15.2% |
| All | +50.7% | +317.3% | -266.6% | +15.2% |
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