+691.1%
PTC vs PFG
+1,015.3%
-324.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.5% | -4.5% | -5.5% |
| 7D | -10.3% | +5.5% | -15.8% | -12.1% |
| 30D | +1.1% | +2.4% | -1.2% | +0.2% |
| 3M | +1.6% | +13.6% | -12.0% | -3.1% |
| 6M | -13.5% | +27.9% | -41.4% | -21.1% |
| YTD | -19.1% | +35.6% | -54.6% | -27.9% |
| 1Y | -33.9% | +48.5% | -82.3% | -43.1% |
| 3Y | -3.9% | +66.9% | -70.8% | -21.4% |
| 5Y | +6.0% | +111.0% | -104.9% | -21.3% |
| 10Y | +223.7% | +244.5% | -20.8% | +89.3% |
| All | +691.1% | +1,015.3% | -324.2% | +143.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling