+998.8%
PTC vs PFG
+1,003.0%
-4.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.0% | -3.6% | -1.0% |
| 7D | +0.8% | +2.3% | -1.5% | -0.1% |
| 30D | +0.7% | +7.6% | -6.9% | -2.1% |
| 3M | +32.6% | +2.5% | +30.1% | +30.9% |
| 6M | +33.6% | +16.6% | +17.0% | +25.7% |
| YTD | +12.4% | +34.1% | -21.6% | +0.3% |
| 1Y | +11.2% | +44.1% | -32.8% | -3.4% |
| 3Y | +31.7% | +86.3% | -54.6% | +3.3% |
| 5Y | +60.1% | +101.6% | -41.5% | +20.3% |
| 10Y | +317.2% | +197.9% | +119.3% | +155.7% |
| All | +998.8% | +1,003.0% | -4.1% | +238.0% |
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