+382.5%
GH vs PTC
+90.1%
+292.3%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.3% |
| 7D | -11.2% | +1.3% | -12.5% | -11.8% |
| 30D | -7.2% | +1.1% | -8.3% | -7.7% |
| 3M | -7.1% | +30.1% | -37.2% | -22.3% |
| 6M | +62.3% | +34.0% | +28.3% | +30.6% |
| YTD | +52.1% | +12.8% | +39.3% | +35.1% |
| 1Y | +58.6% | +10.7% | +47.9% | +42.3% |
| 3Y | +619.9% | +29.6% | +590.2% | +446.9% |
| 5Y | +49.7% | +63.5% | -13.8% | -1.3% |
| All | +382.5% | +90.1% | +292.3% | +160.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling