+19.3%
PGR vs PTC
+0.1%
+19.2%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.4% |
| 7D | +4.1% | +0.1% | +4.0% | +4.0% |
| 30D | +10.4% | +1.5% | +8.9% | +10.3% |
| 3M | +11.4% | +37.8% | -26.3% | +7.5% |
| 6M | +17.9% | +41.2% | -23.3% | +12.1% |
| YTD | +9.8% | +12.0% | -2.3% | +6.3% |
| 1Y | +19.3% | +1.6% | +17.6% | +16.5% |
| All | +19.3% | +0.1% | +19.2% | +16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling