+40.8%
GEV vs PTC
+10.2%
+30.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | -3.0% | +0.5% | -3.4% | -2.9% |
| 30D | -18.9% | +0.9% | -19.8% | -18.8% |
| 3M | -20.1% | +30.4% | -50.5% | -17.3% |
| 6M | -24.6% | +34.4% | -59.0% | -20.8% |
| YTD | +24.0% | +12.6% | +11.4% | +38.2% |
| All | +40.8% | +10.2% | +30.6% | +60.3% |
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