+54.5%
PPG vs PTC
+312.5%
-258.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +0.7% | +0.5% | +0.3% | +0.6% |
| 30D | +17.6% | +1.2% | +16.3% | +17.2% |
| 3M | +7.5% | +27.4% | -19.9% | -1.2% |
| 6M | +17.6% | +39.2% | -21.6% | +4.1% |
| YTD | +22.6% | +12.5% | +10.1% | +15.4% |
| 1Y | +28.0% | +12.3% | +15.7% | +20.5% |
| 3Y | +1.8% | +28.8% | -27.0% | -10.5% |
| 5Y | -15.5% | +60.9% | -76.4% | -31.8% |
| All | +54.5% | +312.5% | -258.0% | -17.5% |
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 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