+41,818.8%
PGR vs PTC
+5,792.1%
+36,026.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +0.7% |
| 7D | -2.7% | -13.6% | +10.9% | -0.8% |
| 30D | +0.7% | -14.7% | +15.4% | +2.8% |
| 3M | +7.7% | -5.9% | +13.6% | +8.3% |
| 6M | +4.3% | -21.1% | +25.4% | +7.2% |
| YTD | +0.7% | -26.0% | +26.8% | +4.3% |
| 1Y | -5.7% | -36.8% | +31.2% | -0.4% |
| 3Y | +73.7% | -10.3% | +83.9% | +73.2% |
| 5Y | +158.4% | +1.2% | +157.2% | +150.8% |
| 10Y | +810.5% | +198.3% | +612.2% | +643.4% |
| All | +41,818.8% | +5,792.1% | +36,026.7% | +18,376.1% |
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