+162.4%
GE vs PTC
+326.2%
-163.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.4% | +3.4% | +3.7% |
| 7D | +6.3% | +0.8% | +5.5% | +6.0% |
| 30D | +8.9% | +0.7% | +8.1% | +8.6% |
| 3M | -9.2% | +32.6% | -41.8% | -18.3% |
| 6M | +13.2% | +33.6% | -20.3% | +0.5% |
| YTD | +9.4% | +12.4% | -3.0% | +2.4% |
| 1Y | +9.8% | +11.2% | -1.4% | +3.1% |
| 3Y | +278.2% | +31.7% | +246.5% | +226.2% |
| 5Y | +396.0% | +60.1% | +336.0% | +291.7% |
| 10Y | +162.4% | +317.2% | -154.8% | +53.0% |
| All | +162.4% | +326.2% | -163.8% | +53.0% |
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