-22.7%
TGT vs PTC
+1.8%
-24.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.5% | +4.5% | +0.6% |
| 7D | -0.6% | -12.8% | +12.2% | +3.4% |
| 30D | +9.5% | -9.8% | +19.3% | +12.8% |
| 3M | +32.3% | -2.1% | +34.3% | +31.8% |
| 6M | +37.0% | -18.1% | +55.1% | +44.5% |
| YTD | +71.0% | -23.5% | +94.5% | +84.2% |
| 1Y | +85.0% | -37.4% | +122.4% | +114.4% |
| 3Y | +46.8% | -7.2% | +54.1% | +39.6% |
| 5Y | -22.7% | +2.7% | -25.4% | -34.0% |
| All | -22.7% | +1.8% | -24.6% | -34.0% |
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