+8.7%
PTC vs PFG
+110.8%
-102.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.5% | -4.5% | -5.3% |
| 7D | -10.3% | +5.5% | -15.8% | -12.5% |
| 30D | +1.1% | +2.4% | -1.2% | 0.0% |
| 3M | +1.6% | +13.6% | -12.0% | -4.2% |
| 6M | -13.5% | +27.9% | -41.4% | -22.9% |
| YTD | -19.1% | +35.6% | -54.6% | -30.0% |
| 1Y | -33.9% | +48.5% | -82.3% | -45.4% |
| 3Y | -3.9% | +66.9% | -70.8% | -26.1% |
| All | +8.7% | +110.8% | -102.2% | -28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling