+244.0%
PTC vs PENG
+644.0%
-400.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.7% | +0.7% |
| 7D | +1.3% | -16.1% | +17.4% | +3.3% |
| 30D | +1.1% | -41.5% | +42.6% | +8.2% |
| 3M | +30.1% | -19.1% | +49.2% | +30.8% |
| 6M | +34.0% | +0.9% | +33.1% | +22.5% |
| YTD | +12.8% | +128.2% | -115.4% | -14.2% |
| 1Y | +10.7% | +98.6% | -87.8% | -13.6% |
| 3Y | +29.6% | +188.2% | -158.5% | -11.5% |
| 5Y | +63.5% | +55.5% | +8.0% | +18.3% |
| All | +244.0% | +644.0% | -400.0% | +80.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling