+405.5%
GH vs PTC
+24.7%
+380.9%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.4% | +3.0% |
| 7D | -0.2% | -13.6% | +13.4% | +8.1% |
| 30D | -2.6% | -14.7% | +12.0% | +5.7% |
| 3M | +25.1% | -5.9% | +31.0% | +25.8% |
| 6M | +78.5% | -21.1% | +99.6% | +99.2% |
| YTD | +59.4% | -26.0% | +85.4% | +83.9% |
| 1Y | +173.9% | -36.8% | +210.7% | +246.0% |
| 3Y | +382.7% | -10.3% | +393.0% | +358.1% |
| 5Y | +24.4% | +1.2% | +23.2% | +9.4% |
| All | +405.5% | +24.7% | +380.9% | +254.2% |
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