-2.7%
PTC vs PFGC
+65.1%
-67.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.5% | -5.5% | -5.9% |
| 7D | -10.3% | -2.2% | -8.1% | -9.7% |
| 30D | +1.1% | -11.9% | +13.1% | +4.7% |
| 3M | +1.6% | +5.0% | -3.4% | -0.2% |
| 6M | -13.5% | +8.6% | -22.1% | -16.2% |
| YTD | -19.1% | +9.7% | -28.7% | -23.0% |
| 1Y | -33.9% | -6.3% | -27.6% | -32.6% |
| All | -2.7% | +65.1% | -67.8% | -22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling