+43.9%
GEV vs PTC
-37.0%
+80.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.7% | -2.9% |
| 7D | -1.9% | -14.2% | +12.3% | -3.6% |
| 30D | -8.7% | -14.4% | +5.7% | -10.2% |
| 3M | +6.6% | -4.7% | +11.3% | +7.0% |
| 6M | +10.2% | -19.3% | +29.5% | +12.8% |
| YTD | +41.6% | -26.1% | +67.7% | +51.8% |
| 1Y | +43.9% | -37.1% | +80.9% | +69.9% |
| All | +43.9% | -37.0% | +80.8% | +69.9% |
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 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