+198.3%
PTC vs PFGC
+287.3%
-89.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -3.0% |
| 7D | -13.6% | -3.7% | -9.9% | -12.7% |
| 30D | -14.7% | -16.0% | +1.3% | -11.1% |
| 3M | -5.9% | -4.1% | -1.8% | -5.1% |
| 6M | -21.1% | +8.7% | -29.8% | -23.2% |
| YTD | -26.0% | +6.4% | -32.4% | -28.0% |
| 1Y | -36.8% | -8.4% | -28.5% | -36.2% |
| 3Y | -10.3% | +61.8% | -72.0% | -21.6% |
| 5Y | +1.2% | +108.7% | -107.5% | -17.8% |
| 10Y | +198.3% | +298.1% | -99.8% | +107.0% |
| All | +198.3% | +287.3% | -89.0% | +107.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 10y: compounded portfolio wealth divided by compounded PFGC 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…
10y analysis · Full analysis span regression · 6 months rolling