+432.4%
TRGP vs PTC
+55.4%
+377.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +3.0% | +3.3% |
| 7D | -7.2% | +0.8% | -8.0% | -7.3% |
| 30D | -4.2% | +0.7% | -4.9% | -4.3% |
| 3M | +7.0% | +32.6% | -25.7% | -0.7% |
| 6M | +11.2% | +33.6% | -22.3% | +2.9% |
| YTD | +51.1% | +12.4% | +38.7% | +46.7% |
| 1Y | +62.0% | +11.2% | +50.8% | +57.8% |
| 3Y | +248.2% | +31.7% | +216.5% | +205.0% |
| 5Y | +432.4% | +60.1% | +372.3% | +317.0% |
| All | +432.4% | +55.4% | +377.0% | +317.0% |
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