+63.5%
PTC vs TXG
-62.5%
+126.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.7% | +0.9% |
| 7D | +1.3% | -3.7% | +4.9% | +1.6% |
| 30D | +1.1% | -22.0% | +23.1% | +4.1% |
| 3M | +30.1% | +7.4% | +22.8% | +26.6% |
| 6M | +34.0% | +191.2% | -157.2% | +8.8% |
| YTD | +12.8% | +285.7% | -272.8% | -14.2% |
| 1Y | +10.7% | +268.3% | -257.5% | -15.5% |
| 3Y | +29.6% | +77.3% | -47.6% | +5.5% |
| 5Y | +63.5% | -62.3% | +125.9% | +66.7% |
| All | +63.5% | -62.5% | +126.0% | +66.7% |
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