-15.7%
GME vs PTC
-39.6%
+23.9%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.3% | +8.6% | +5.8% |
| 7D | +4.8% | -13.6% | +18.4% | +7.3% |
| 30D | +5.9% | -14.7% | +20.5% | +8.5% |
| 3M | -10.7% | -5.9% | -4.8% | -10.4% |
| 6M | -19.8% | -21.1% | +1.3% | -13.1% |
| YTD | -0.9% | -26.0% | +25.1% | +9.4% |
| 1Y | -15.7% | -36.8% | +21.1% | +3.4% |
| All | -15.7% | -39.6% | +23.9% | +3.4% |
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