+1,384.9%
GME vs PTC
+947.4%
+437.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.2% | +3.7% | +3.9% |
| 7D | +3.7% | -0.2% | +3.9% | +3.7% |
| 30D | +2.2% | +0.8% | +1.4% | +2.0% |
| 3M | +30.6% | +32.1% | -1.5% | +19.7% |
| 6M | -0.2% | +42.6% | -42.8% | -11.2% |
| YTD | +25.1% | +12.0% | +13.1% | +18.4% |
| 1Y | +17.7% | +12.2% | +5.5% | +11.2% |
| 3Y | +85.7% | +31.2% | +54.4% | +66.7% |
| 5Y | -52.9% | +54.9% | -107.8% | -59.1% |
| 10Y | +504.9% | +343.1% | +161.8% | +262.8% |
| All | +1,384.9% | +947.4% | +437.6% | +505.4% |
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 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