+41.9%
GM vs PTC
+62.5%
-20.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.0% | -3.0% |
| 7D | -3.4% | +0.8% | -4.3% | -3.7% |
| 30D | +2.7% | +1.2% | +1.5% | +2.3% |
| 3M | -0.4% | +32.6% | -33.0% | -10.2% |
| 6M | +13.3% | +36.1% | -22.8% | +0.2% |
| YTD | +6.8% | +12.7% | -5.9% | +1.5% |
| 1Y | +21.1% | +10.2% | +10.9% | +16.2% |
| 3Y | +231.0% | +29.4% | +201.6% | +178.4% |
| 5Y | +41.9% | +61.1% | -19.2% | +2.6% |
| All | +41.9% | +62.5% | -20.5% | +2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling