+116.1%
PG vs PTC
+205.0%
-88.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.4% |
| 7D | -0.8% | -7.3% | +6.5% | -0.1% |
| 30D | +0.8% | -11.6% | +12.5% | +2.0% |
| 3M | -1.3% | +10.5% | -11.8% | -2.6% |
| 6M | -3.8% | -17.8% | +14.0% | -2.3% |
| YTD | +3.6% | -24.9% | +28.6% | +6.2% |
| 1Y | -5.7% | -36.8% | +31.1% | -1.6% |
| 3Y | +1.6% | -8.7% | +10.3% | +0.3% |
| 5Y | +14.6% | +4.1% | +10.5% | +9.9% |
| All | +116.1% | +205.0% | -88.8% | +79.9% |
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