+203.4%
PTC vs PFG
+239.4%
-36.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.4% | -4.1% | -4.9% |
| 7D | -12.8% | +6.0% | -18.8% | -15.0% |
| 30D | -9.8% | +2.2% | -12.0% | -10.7% |
| 3M | -2.1% | +10.4% | -12.4% | -6.2% |
| 6M | -18.1% | +27.8% | -45.9% | -26.4% |
| YTD | -23.5% | +33.6% | -57.2% | -32.8% |
| 1Y | -37.4% | +49.3% | -86.7% | -47.7% |
| 3Y | -7.2% | +69.7% | -77.0% | -27.5% |
| 5Y | +2.7% | +111.3% | -108.7% | -28.2% |
| 10Y | +203.4% | +240.3% | -36.9% | +47.4% |
| All | +203.4% | +239.4% | -36.0% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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