+443.9%
GH vs PTC
+32.2%
+411.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | -15.6% | -0.2% | -15.4% | -15.6% |
| 30D | -10.4% | +0.8% | -11.1% | -10.5% |
| 3M | -4.3% | +32.1% | -36.4% | -11.5% |
| 6M | +63.5% | +42.6% | +20.9% | +46.1% |
| YTD | +47.7% | +12.0% | +35.7% | +42.9% |
| 1Y | +56.7% | +12.2% | +44.6% | +51.5% |
| 3Y | +443.9% | +31.2% | +412.7% | +259.4% |
| All | +443.9% | +32.2% | +411.7% | +259.4% |
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