-37.4%
PTC vs PFG
+48.9%
-86.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.4% | -4.1% | -5.1% |
| 7D | -12.8% | +6.0% | -18.8% | -14.1% |
| 30D | -9.8% | +2.2% | -12.0% | -10.2% |
| 3M | -2.1% | +10.4% | -12.4% | -4.4% |
| 6M | -18.1% | +27.8% | -45.9% | -22.8% |
| YTD | -23.5% | +33.6% | -57.2% | -28.5% |
| 1Y | -37.4% | +49.3% | -86.7% | -41.9% |
| All | -37.4% | +48.9% | -86.3% | -41.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling