+1.2%
PTC vs TXG
-63.6%
+64.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.6% | -5.9% | -3.7% |
| 7D | -13.6% | +9.1% | -22.7% | -14.8% |
| 30D | -14.7% | +14.9% | -29.5% | -16.6% |
| 3M | -5.9% | +120.0% | -125.9% | -18.0% |
| 6M | -21.1% | +221.8% | -242.9% | -36.3% |
| YTD | -26.0% | +312.6% | -338.6% | -43.1% |
| 1Y | -36.8% | +398.4% | -435.3% | -53.8% |
| 3Y | -10.3% | +42.1% | -52.4% | -22.3% |
| 5Y | +1.2% | -63.5% | +64.6% | -4.8% |
| All | +1.2% | -63.6% | +64.8% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 5y: compounded portfolio wealth divided by compounded TXG 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…
5y analysis · Full analysis span regression · 6 months rolling