-59.7%
GNRC vs PTC
+0.6%
-60.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.4% | -2.5% |
| 7D | -0.7% | -14.2% | +13.5% | +6.4% |
| 30D | -15.8% | -14.4% | -1.4% | -10.1% |
| 3M | -24.0% | -4.7% | -19.3% | -24.9% |
| 6M | -13.8% | -19.3% | +5.5% | -6.7% |
| YTD | +33.2% | -26.1% | +59.3% | +50.9% |
| 1Y | -1.8% | -37.1% | +35.3% | +24.5% |
| 3Y | +57.7% | -10.4% | +68.1% | +45.6% |
| 5Y | -59.7% | +2.5% | -62.2% | -67.3% |
| All | -59.7% | +0.6% | -60.4% | -67.3% |
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