-23.7%
PPG vs PTC
+0.6%
-24.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.8% | -1.9% |
| 7D | -5.1% | -14.2% | +9.1% | -0.8% |
| 30D | -9.6% | -14.4% | +4.9% | -5.5% |
| 3M | -6.4% | -4.7% | -1.7% | -6.4% |
| 6M | +0.5% | -19.3% | +19.8% | +6.2% |
| YTD | +4.4% | -26.1% | +30.5% | +13.6% |
| 1Y | -0.9% | -37.1% | +36.2% | +14.6% |
| 3Y | -17.0% | -10.4% | -6.6% | -20.3% |
| 5Y | -23.7% | +2.5% | -26.1% | -33.8% |
| All | -23.7% | +0.6% | -24.3% | -33.8% |
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