+5.9%
GEN vs PTC
-33.3%
+39.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.0% | +3.9% | +1.0% |
| 7D | -1.2% | -10.3% | +9.1% | +4.5% |
| 30D | +10.1% | +1.1% | +9.0% | +9.1% |
| 3M | +16.1% | +1.6% | +14.5% | +14.2% |
| 6M | +38.9% | -13.5% | +52.3% | +50.3% |
| YTD | +14.4% | -19.1% | +33.5% | +26.8% |
| 1Y | +5.9% | -33.9% | +39.7% | +27.7% |
| All | +5.9% | -33.3% | +39.1% | +27.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling