+6,242.0%
TGT vs PTC
+6,346.6%
-104.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.0% | +6.3% | +1.2% |
| 7D | +0.8% | -10.3% | +11.0% | +2.4% |
| 30D | +12.2% | +1.1% | +11.0% | +11.9% |
| 3M | +33.8% | +1.6% | +32.2% | +32.8% |
| 6M | +39.3% | -13.5% | +52.8% | +41.4% |
| YTD | +72.9% | -19.1% | +91.9% | +77.1% |
| 1Y | +84.6% | -33.9% | +118.4% | +95.2% |
| 3Y | +46.2% | -3.9% | +50.1% | +44.8% |
| 5Y | -21.3% | +6.0% | -27.4% | -23.7% |
| 10Y | +213.5% | +223.7% | -10.2% | +148.9% |
| All | +6,242.0% | +6,346.6% | -104.7% | +1,745.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling