+15.5%
GEHC vs PTC
+12.1%
+3.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.0% | +4.8% | +0.9% |
| 7D | -4.0% | -10.3% | +6.3% | -0.4% |
| 30D | -2.0% | +1.1% | -3.1% | -2.6% |
| 3M | +8.0% | +1.6% | +6.4% | +6.6% |
| 6M | -12.8% | -13.5% | +0.7% | -8.5% |
| YTD | -15.9% | -19.1% | +3.1% | -9.6% |
| 1Y | -6.9% | -33.9% | +27.0% | +8.7% |
| 3Y | 0.0% | -3.9% | +3.9% | -8.2% |
| All | +15.5% | +12.1% | +3.4% | -3.8% |
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 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