+238.7%
GM vs PTC
+521.2%
-282.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.5% | +3.3% | -0.2% |
| 7D | +0.4% | -12.8% | +13.2% | +5.5% |
| 30D | -1.8% | -9.8% | +7.9% | +1.7% |
| 3M | +2.6% | -2.1% | +4.7% | +1.9% |
| 6M | +14.6% | -18.1% | +32.7% | +21.1% |
| YTD | +6.2% | -23.5% | +29.7% | +14.7% |
| 1Y | +48.7% | -37.4% | +86.0% | +73.1% |
| 3Y | +168.3% | -7.2% | +175.5% | +161.1% |
| 5Y | +82.8% | +2.7% | +80.1% | +67.6% |
| 10Y | +226.2% | +203.4% | +22.8% | +77.7% |
| All | +238.7% | +521.2% | -282.5% | +18.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling