+164.6%
GM vs PTC
-10.6%
+175.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.3% | +0.9% | -1.7% |
| 7D | -1.1% | -13.6% | +12.5% | +2.0% |
| 30D | -4.6% | -14.7% | +10.1% | -1.4% |
| 3M | +0.2% | -5.9% | +6.1% | +0.9% |
| 6M | +12.6% | -21.1% | +33.7% | +19.1% |
| YTD | +3.7% | -26.0% | +29.7% | +11.8% |
| 1Y | +45.6% | -36.8% | +82.5% | +65.3% |
| All | +164.6% | -10.6% | +175.2% | +145.2% |
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 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