+60.6%
PFE vs PTC
+334.9%
-274.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.9% | -1.7% |
| 7D | -3.7% | -0.2% | -3.5% | -3.7% |
| 30D | +5.0% | +0.8% | +4.2% | +4.9% |
| 3M | +12.2% | +32.1% | -19.9% | +7.4% |
| 6M | +14.6% | +42.6% | -28.0% | +8.0% |
| YTD | +24.1% | +12.0% | +12.2% | +21.1% |
| 1Y | +26.6% | +12.2% | +14.4% | +23.4% |
| 3Y | +14.3% | +31.2% | -16.9% | +7.3% |
| 5Y | -21.9% | +54.9% | -76.8% | -29.5% |
| All | +60.6% | +334.9% | -274.3% | +20.6% |
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