+49.6%
PFE vs PTC
+326.2%
-276.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -1.0% | -0.6% |
| 7D | -4.7% | +0.8% | -5.5% | -4.8% |
| 30D | +3.4% | +0.7% | +2.6% | +3.3% |
| 3M | +9.2% | +32.6% | -23.4% | +4.6% |
| 6M | +15.8% | +33.6% | -17.7% | +10.3% |
| YTD | +23.4% | +12.4% | +11.0% | +20.4% |
| 1Y | +25.8% | +11.2% | +14.6% | +22.8% |
| 3Y | +17.8% | +31.7% | -13.8% | +10.6% |
| 5Y | -20.2% | +60.1% | -80.2% | -28.4% |
| 10Y | +49.6% | +317.2% | -267.6% | +13.5% |
| All | +49.6% | +326.2% | -276.6% | +13.5% |
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