+54.5%
PTC vs PENG
+31.0%
+23.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -23.0% | +22.7% | +2.3% |
| 7D | -0.1% | -36.7% | +36.6% | +4.6% |
| 30D | +0.8% | -42.0% | +42.9% | +6.1% |
| 3M | +39.6% | -33.2% | +72.8% | +43.2% |
| 6M | +41.5% | +2.1% | +39.4% | +27.3% |
| YTD | +11.7% | +90.3% | -78.6% | -12.8% |
| 1Y | +2.4% | +67.7% | -65.2% | -18.1% |
| 3Y | +31.9% | +154.2% | -122.3% | -9.7% |
| 5Y | +54.5% | +28.3% | +26.2% | +12.9% |
| All | +54.5% | +31.0% | +23.5% | +12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling