+37.3%
GEHC vs PTC
+56.0%
-18.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -2.3% | +0.8% | -3.1% | -2.5% |
| 30D | +19.0% | +1.2% | +17.9% | +18.7% |
| 3M | +13.3% | +32.6% | -19.3% | +3.3% |
| 6M | +31.5% | +36.1% | -4.5% | +18.2% |
| YTD | 0.0% | +12.7% | -12.7% | -3.5% |
| 1Y | +9.4% | +10.2% | -0.8% | +6.5% |
| 3Y | +18.3% | +29.4% | -11.1% | -0.8% |
| All | +37.3% | +56.0% | -18.7% | +2.8% |
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