+12.0%
GEHC vs PTC
+5.9%
+6.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.5% | +2.5% | -1.1% |
| 7D | -5.2% | -12.8% | +7.6% | -0.7% |
| 30D | -7.0% | -9.8% | +2.8% | -3.8% |
| 3M | +3.3% | -2.1% | +5.4% | +3.2% |
| 6M | -10.0% | -18.1% | +8.1% | -3.8% |
| YTD | -18.5% | -23.5% | +5.0% | -10.6% |
| 1Y | -14.4% | -37.4% | +23.0% | +1.8% |
| 3Y | +3.4% | -7.2% | +10.7% | -4.2% |
| All | +12.0% | +5.9% | +6.0% | -4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling