+284.1%
GE vs PTC
-2.9%
+286.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.0% | +7.1% | +2.3% |
| 7D | -1.6% | -10.3% | +8.7% | +0.5% |
| 30D | -11.6% | +1.1% | -12.7% | -12.3% |
| 3M | +3.0% | +1.6% | +1.4% | +1.7% |
| 6M | -0.5% | -13.5% | +12.9% | +3.2% |
| YTD | +9.7% | -19.1% | +28.8% | +16.4% |
| 1Y | +20.0% | -33.9% | +53.9% | +37.5% |
| All | +284.1% | -2.9% | +286.9% | +231.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling