+46.8%
TGT vs PTC
-8.0%
+54.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.5% | +4.5% | 0.0% |
| 7D | -0.6% | -12.8% | +12.2% | +2.0% |
| 30D | +9.5% | -9.8% | +19.3% | +11.6% |
| 3M | +32.3% | -2.1% | +34.3% | +32.2% |
| 6M | +37.0% | -18.1% | +55.1% | +43.1% |
| YTD | +71.0% | -23.5% | +94.5% | +81.7% |
| 1Y | +85.0% | -37.4% | +122.4% | +108.2% |
| 3Y | +46.8% | -7.2% | +54.1% | +33.8% |
| All | +46.8% | -8.0% | +54.9% | +33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling