+316.7%
PTC vs PFGC
+366.4%
-49.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | +1.3% | +15.0% | -13.7% | -2.3% |
| 30D | +1.1% | +17.0% | -15.9% | -2.9% |
| 3M | +30.1% | -2.5% | +32.6% | +30.3% |
| 6M | +34.0% | +19.2% | +14.8% | +27.5% |
| YTD | +12.8% | +23.4% | -10.6% | +5.5% |
| 1Y | +10.7% | +13.9% | -3.1% | +5.6% |
| 3Y | +29.6% | +82.0% | -52.4% | +9.8% |
| 5Y | +63.5% | +128.7% | -65.1% | +29.6% |
| 10Y | +316.7% | +361.5% | -44.9% | +187.3% |
| All | +316.7% | +366.4% | -49.7% | +187.3% |
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