+112.4%
PTC vs TXG
+16.0%
+96.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.9% | -5.1% | -5.9% |
| 7D | -10.3% | +1.8% | -12.1% | -10.6% |
| 30D | +1.1% | +32.0% | -30.9% | -4.2% |
| 3M | +1.6% | +87.0% | -85.4% | -10.7% |
| 6M | -13.5% | +180.1% | -193.5% | -30.4% |
| YTD | -19.1% | +284.1% | -303.2% | -39.3% |
| 1Y | -33.9% | +361.7% | -395.6% | -53.0% |
| 3Y | -3.9% | +15.9% | -19.8% | -15.2% |
| 5Y | +6.0% | -66.2% | +72.2% | +13.8% |
| All | +112.4% | +16.0% | +96.4% | +65.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling