-20.7%
PFE vs PTC
+6.0%
-26.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.0% | +4.8% | -0.5% |
| 7D | +1.8% | -10.3% | +12.0% | +3.0% |
| 30D | +10.2% | +1.1% | +9.1% | +10.0% |
| 3M | +12.7% | +1.6% | +11.1% | +12.1% |
| 6M | +10.5% | -13.5% | +24.0% | +12.1% |
| YTD | +20.2% | -19.1% | +39.2% | +22.8% |
| 1Y | +24.1% | -33.9% | +57.9% | +30.3% |
| 3Y | -3.6% | -3.9% | +0.3% | -5.6% |
| All | -20.7% | +6.0% | -26.7% | -23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling