+2,765.1%
GE vs PTC
+8,817.5%
-6,052.4%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.7% |
| 7D | +7.1% | -0.2% | +7.3% | +7.2% |
| 30D | +6.5% | +0.8% | +5.7% | +6.3% |
| 3M | -13.6% | +32.1% | -45.7% | -18.9% |
| 6M | +6.0% | +42.6% | -36.6% | -2.7% |
| YTD | +5.4% | +12.0% | -6.6% | +0.8% |
| 1Y | +6.5% | +12.2% | -5.7% | +1.8% |
| 3Y | +268.6% | +31.2% | +237.4% | +240.4% |
| 5Y | +389.0% | +54.9% | +334.2% | +335.3% |
| 10Y | +163.3% | +343.1% | -179.8% | +90.7% |
| All | +2,765.1% | +8,817.5% | -6,052.4% | +768.5% |
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