+994.4%
PTC vs PFG
+960.1%
+34.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.9% |
| 7D | -0.2% | -0.6% | +0.4% | -0.1% |
| 30D | +0.8% | +2.0% | -1.2% | -0.1% |
| 3M | +32.1% | -3.2% | +35.3% | +33.1% |
| 6M | +42.6% | +10.9% | +31.7% | +36.7% |
| YTD | +12.0% | +28.8% | -16.9% | +1.4% |
| 1Y | +12.2% | +39.2% | -27.0% | -1.4% |
| 3Y | +31.2% | +75.0% | -43.8% | +5.3% |
| 5Y | +54.9% | +91.9% | -37.0% | +18.5% |
| 10Y | +343.1% | +202.3% | +140.8% | +170.5% |
| All | +994.4% | +960.1% | +34.2% | +241.6% |
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 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