+4,692.5%
PG vs PTC
+8,860.0%
-4,167.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +2.7% | +0.5% | +2.2% | +2.6% |
| 30D | +9.2% | +1.2% | +8.0% | +9.1% |
| 3M | +18.5% | +27.4% | -8.9% | +16.1% |
| 6M | +21.1% | +39.2% | -18.1% | +17.7% |
| YTD | +21.9% | +12.5% | +9.4% | +20.1% |
| 1Y | +18.1% | +12.3% | +5.8% | +16.3% |
| 3Y | +20.6% | +28.8% | -8.3% | +16.9% |
| 5Y | +31.8% | +60.9% | -29.1% | +25.1% |
| 10Y | +166.5% | +316.6% | -150.1% | +133.0% |
| All | +4,692.5% | +8,860.0% | -4,167.5% | +2,077.8% |
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