+627.7%
GEV vs PTC
-32.6%
+660.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.2% | -1.3% |
| 7D | +3.2% | -13.6% | +16.7% | +6.7% |
| 30D | -4.0% | -14.7% | +10.6% | -0.6% |
| 3M | +3.4% | -5.9% | +9.3% | +4.2% |
| 6M | +14.7% | -21.1% | +35.8% | +24.0% |
| YTD | +45.8% | -26.0% | +71.8% | +62.1% |
| 1Y | +57.4% | -36.8% | +94.2% | +91.3% |
| All | +627.7% | -32.6% | +660.3% | +662.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling