+1,983.3%
TRGP vs PTC
+759.7%
+1,223.6%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.8% |
| 7D | -16.0% | -0.2% | -15.8% | -15.9% |
| 30D | -6.4% | +0.8% | -7.2% | -6.7% |
| 3M | -1.0% | +32.1% | -33.1% | -14.0% |
| 6M | +7.0% | +42.6% | -35.7% | -11.7% |
| YTD | +46.1% | +12.0% | +34.1% | +32.9% |
| 1Y | +58.7% | +12.2% | +46.5% | +44.1% |
| 3Y | +221.9% | +31.2% | +190.7% | +162.1% |
| 5Y | +419.9% | +54.9% | +365.0% | +280.0% |
| 10Y | +769.8% | +343.1% | +426.6% | +285.1% |
| All | +1,983.3% | +759.7% | +1,223.6% | +578.9% |
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