+2,665.1%
PPG vs PTC
+5,991.9%
-3,326.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.5% | +3.0% | -1.7% |
| 7D | 0.0% | -12.8% | +12.8% | +2.0% |
| 30D | -7.8% | -9.8% | +2.0% | -6.5% |
| 3M | -2.2% | -2.1% | -0.1% | -2.4% |
| 6M | +4.1% | -18.1% | +22.2% | +6.5% |
| YTD | +9.1% | -23.5% | +32.6% | +12.5% |
| 1Y | +1.0% | -37.4% | +38.3% | +7.2% |
| 3Y | -13.3% | -7.2% | -6.0% | -13.6% |
| 5Y | -19.2% | +2.7% | -21.9% | -21.2% |
| 10Y | +25.9% | +203.4% | -177.5% | +3.2% |
| All | +2,665.1% | +5,991.9% | -3,326.8% | +1,029.7% |
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 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