+510.2%
GEV vs PTC
+2.8%
+507.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.3% | -4.2% | -3.9% |
| 7D | -13.2% | +1.3% | -14.5% | -13.4% |
| 30D | -20.6% | +1.1% | -21.7% | -20.8% |
| 3M | -19.5% | +30.1% | -49.7% | -23.1% |
| 6M | -23.3% | +34.0% | -57.3% | -27.0% |
| YTD | +22.2% | +12.8% | +9.4% | +25.4% |
| 1Y | +37.8% | +10.7% | +27.1% | +42.9% |
| All | +510.2% | +2.8% | +507.4% | +489.9% |
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 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