+203.4%
TGT vs PTC
+200.2%
+3.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -5.0% | -14.2% | +9.2% | -1.6% |
| 30D | +3.0% | -14.4% | +17.5% | +6.8% |
| 3M | +22.6% | -4.7% | +27.3% | +23.1% |
| 6M | +31.2% | -19.3% | +50.5% | +36.7% |
| YTD | +63.7% | -26.1% | +89.8% | +74.1% |
| 1Y | +78.5% | -37.1% | +115.6% | +97.7% |
| 3Y | +40.5% | -10.4% | +50.9% | +39.7% |
| 5Y | -25.6% | +2.5% | -28.0% | -29.6% |
| All | +203.4% | +200.2% | +3.2% | +143.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling