-25.1%
TGT vs PTC
+61.7%
-86.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.9% |
| 7D | +5.5% | +1.3% | +4.2% | +5.2% |
| 30D | +6.0% | +1.1% | +5.0% | +5.8% |
| 3M | +8.0% | +30.1% | -22.2% | -0.1% |
| 6M | +32.3% | +34.0% | -1.7% | +20.3% |
| YTD | +71.3% | +12.8% | +58.4% | +64.8% |
| 1Y | +86.8% | +10.7% | +76.1% | +81.0% |
| 3Y | +67.9% | +29.6% | +38.2% | +45.3% |
| 5Y | -25.1% | +63.5% | -88.6% | -44.0% |
| All | -25.1% | +61.7% | -86.8% | -44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling