+377.4%
GH vs PTC
-8.0%
+385.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.2% | +1.3% |
| 7D | -2.1% | -12.8% | +10.7% | +1.7% |
| 30D | -4.5% | -9.8% | +5.3% | -1.9% |
| 3M | +28.9% | -2.1% | +31.0% | +27.9% |
| 6M | +76.5% | -18.1% | +94.6% | +86.1% |
| YTD | +57.6% | -23.5% | +81.1% | +69.7% |
| 1Y | +167.5% | -37.4% | +204.9% | +208.5% |
| 3Y | +377.4% | -7.2% | +384.6% | +303.9% |
| All | +377.4% | -8.0% | +385.4% | +303.9% |
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