-62.0%
GME vs PTC
+1.8%
-63.8%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.5% | +4.1% | +1.4% |
| 7D | +0.4% | -12.8% | +13.2% | +7.4% |
| 30D | -1.4% | -9.8% | +8.4% | +3.3% |
| 3M | -15.1% | -2.1% | -13.1% | -16.1% |
| 6M | -22.5% | -18.1% | -4.4% | -15.7% |
| YTD | -5.9% | -23.5% | +17.6% | +6.3% |
| 1Y | -18.6% | -37.4% | +18.7% | +3.4% |
| 3Y | +6.7% | -7.2% | +13.9% | -2.7% |
| 5Y | -62.0% | +2.7% | -64.7% | -69.0% |
| All | -62.0% | +1.8% | -63.8% | -69.0% |
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