+16.5%
GEHC vs PTC
+32.2%
-15.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.9% | -1.7% |
| 7D | +7.6% | -0.2% | +7.8% | +7.7% |
| 30D | +27.5% | +0.8% | +26.7% | +27.2% |
| 3M | +17.2% | +32.1% | -14.9% | +7.7% |
| 6M | +33.6% | +42.6% | -9.0% | +18.7% |
| YTD | +0.6% | +12.0% | -11.3% | -2.0% |
| 1Y | +11.3% | +12.2% | -0.9% | +8.2% |
| 3Y | +16.5% | +31.2% | -14.7% | -13.7% |
| All | +16.5% | +32.2% | -15.7% | -13.7% |
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