+6.7%
GME vs PTC
-8.0%
+14.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.5% | +4.1% | +0.2% |
| 7D | +0.4% | -12.8% | +13.2% | +4.5% |
| 30D | -1.4% | -9.8% | +8.4% | +1.3% |
| 3M | -15.1% | -2.1% | -13.1% | -15.5% |
| 6M | -22.5% | -18.1% | -4.4% | -17.6% |
| YTD | -5.9% | -23.5% | +17.6% | +2.5% |
| 1Y | -18.6% | -37.4% | +18.7% | -4.3% |
| 3Y | +6.7% | -7.2% | +13.9% | -9.4% |
| All | +6.7% | -8.0% | +14.7% | -9.4% |
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 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