+57.7%
GEN vs PTC
-3.9%
+61.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.0% | +3.9% | +0.6% |
| 7D | -1.2% | -10.3% | +9.1% | +3.8% |
| 30D | +10.1% | +1.1% | +9.0% | +9.3% |
| 3M | +16.1% | +1.6% | +14.5% | +14.1% |
| 6M | +38.9% | -13.5% | +52.3% | +46.9% |
| YTD | +14.4% | -19.1% | +33.5% | +24.3% |
| 1Y | +5.9% | -33.9% | +39.7% | +24.7% |
| All | +57.7% | -3.9% | +61.6% | +43.0% |
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