+158.8%
PGR vs PTC
+4.1%
+154.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.4% |
| 7D | -0.6% | -7.3% | +6.7% | +0.5% |
| 30D | +4.9% | -11.6% | +16.6% | +6.8% |
| 3M | +7.6% | +10.5% | -2.8% | +5.9% |
| 6M | +8.3% | -17.8% | +26.1% | +10.6% |
| YTD | +1.7% | -24.9% | +26.7% | +5.2% |
| 1Y | -6.8% | -36.8% | +30.0% | -1.4% |
| 3Y | +73.4% | -8.7% | +82.2% | +69.8% |
| All | +158.8% | +4.1% | +154.7% | +140.0% |
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