+54.3%
PTC vs TXT
+7.8%
+46.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +1.0% |
| 7D | -0.2% | -2.5% | +2.3% | +0.7% |
| 30D | +0.8% | +14.4% | -13.6% | -5.1% |
| 3M | +32.1% | -4.9% | +37.0% | +34.1% |
| 6M | +42.6% | -10.2% | +52.8% | +47.3% |
| YTD | +12.0% | -4.1% | +16.1% | +10.2% |
| 1Y | +12.2% | +4.0% | +8.2% | +5.6% |
| 3Y | +31.2% | +8.0% | +23.3% | +16.4% |
| All | +54.3% | +7.8% | +46.5% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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