+41.0%
GEHC vs PTC
+55.7%
-14.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.9% |
| 7D | +5.6% | +0.8% | +4.8% | +5.4% |
| 30D | +27.9% | +0.7% | +27.2% | +27.6% |
| 3M | +17.1% | +32.6% | -15.5% | +6.8% |
| 6M | +32.5% | +33.6% | -1.0% | +20.0% |
| YTD | +2.7% | +12.4% | -9.8% | -0.8% |
| 1Y | +15.3% | +11.2% | +4.0% | +11.8% |
| 3Y | +23.7% | +31.7% | -8.0% | +2.8% |
| All | +41.0% | +55.7% | -14.7% | +5.6% |
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