+381.9%
GDDY vs PTC
+258.0%
+123.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.1% | +3.0% |
| 7D | -7.0% | -14.2% | +7.2% | +0.1% |
| 30D | +6.2% | -14.4% | +20.6% | +14.4% |
| 3M | +20.0% | -4.7% | +24.8% | +22.1% |
| 6M | +6.8% | -19.3% | +26.1% | +17.7% |
| YTD | -22.3% | -26.1% | +3.8% | -10.8% |
| 1Y | -33.5% | -37.1% | +3.5% | -18.0% |
| 3Y | +29.2% | -10.4% | +39.6% | +30.5% |
| 5Y | +28.1% | +2.5% | +25.6% | +17.6% |
| 10Y | +200.2% | +197.9% | +2.3% | +50.0% |
| All | +381.9% | +258.0% | +123.8% | +126.5% |
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