+24.1%
PPG vs PTC
+205.0%
-180.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | 0.0% |
| 7D | -6.2% | -7.3% | +1.0% | -4.1% |
| 30D | -7.9% | -11.6% | +3.7% | -4.8% |
| 3M | -10.2% | +10.5% | -20.7% | -13.7% |
| 6M | +2.7% | -17.8% | +20.5% | +7.3% |
| YTD | +4.9% | -24.9% | +29.8% | +12.4% |
| 1Y | -3.2% | -36.8% | +33.6% | +9.7% |
| 3Y | -17.0% | -8.7% | -8.3% | -18.6% |
| 5Y | -23.3% | +4.1% | -27.4% | -29.1% |
| All | +24.1% | +205.0% | -180.9% | -29.0% |
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 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