+23.3%
GME vs PTC
+10.7%
+12.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +2.9% | +0.5% | +2.4% | +2.9% |
| 30D | -4.8% | +1.2% | -6.0% | -4.9% |
| 3M | +39.2% | +27.4% | +11.8% | +35.2% |
| 6M | +17.1% | +39.2% | -22.1% | +12.0% |
| YTD | +28.7% | +12.5% | +16.2% | +31.8% |
| 1Y | +23.3% | +12.3% | +11.1% | +26.4% |
| All | +23.3% | +10.7% | +12.6% | +26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling