+3,449.8%
PFE vs PTC
+8,796.0%
-5,346.2%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.9% |
| 7D | -0.2% | -0.1% | -0.1% | -0.2% |
| 30D | +8.7% | +0.8% | +7.8% | +8.6% |
| 3M | +15.8% | +39.6% | -23.8% | +10.8% |
| 6M | +16.8% | +41.5% | -24.6% | +11.3% |
| YTD | +26.2% | +11.7% | +14.5% | +23.2% |
| 1Y | +29.9% | +2.4% | +27.5% | +28.0% |
| 3Y | +15.9% | +31.9% | -16.0% | +10.2% |
| 5Y | -20.6% | +54.5% | -75.1% | -26.5% |
| 10Y | +65.4% | +342.1% | -276.7% | +32.8% |
| All | +3,449.8% | +8,796.0% | -5,346.2% | +1,331.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling