-15.7%
PPG vs PTC
-10.6%
-5.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.3% | +0.9% | -1.7% |
| 7D | -3.7% | -13.6% | +9.8% | -1.0% |
| 30D | -7.2% | -14.7% | +7.4% | -4.4% |
| 3M | -7.3% | -5.9% | -1.4% | -7.0% |
| 6M | +0.3% | -21.1% | +21.4% | +5.6% |
| YTD | +6.5% | -26.0% | +32.5% | +14.3% |
| 1Y | +0.5% | -36.8% | +37.4% | +13.8% |
| All | -15.7% | -10.6% | -5.1% | -23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling