+200.1%
GDDY vs PTC
+205.0%
-4.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.0% |
| 7D | -3.2% | -7.3% | +4.1% | +0.5% |
| 30D | +6.8% | -11.6% | +18.4% | +13.4% |
| 3M | +30.5% | +10.5% | +20.0% | +23.8% |
| 6M | +13.3% | -17.8% | +31.1% | +23.8% |
| YTD | -21.0% | -24.9% | +4.0% | -9.8% |
| 1Y | -34.0% | -36.8% | +2.8% | -18.6% |
| 3Y | +33.1% | -8.7% | +41.8% | +33.0% |
| 5Y | +30.3% | +4.1% | +26.2% | +18.5% |
| All | +200.1% | +205.0% | -4.9% | +47.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling