-33.9%
PTC vs PENG
+118.5%
-152.4%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +6.4% | -12.5% | -5.8% |
| 7D | -10.3% | +4.5% | -14.8% | -10.1% |
| 30D | +1.1% | -7.1% | +8.2% | +0.9% |
| 3M | +1.6% | -27.3% | +28.9% | +1.6% |
| 6M | -13.5% | +169.6% | -183.1% | -24.5% |
| YTD | -19.1% | +164.6% | -183.7% | -29.6% |
| 1Y | -33.9% | +109.5% | -143.3% | -42.9% |
| All | -33.9% | +118.5% | -152.4% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling