+20.9%
PFE vs PTC
+31.6%
-10.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | -0.7% | +1.3% | -2.0% | -0.8% |
| 30D | +5.3% | +1.1% | +4.3% | +5.3% |
| 3M | +10.1% | +30.1% | -20.0% | +8.1% |
| 6M | +18.0% | +34.0% | -16.0% | +15.3% |
| YTD | +25.8% | +12.8% | +13.0% | +25.4% |
| 1Y | +28.4% | +10.7% | +17.7% | +28.2% |
| 3Y | +20.9% | +29.6% | -8.7% | +16.1% |
| All | +20.9% | +31.6% | -10.7% | +16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling