+3.5%
GPN vs PTC
-36.4%
+39.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.7% |
| 7D | -4.3% | -7.3% | +2.9% | -1.3% |
| 30D | 0.0% | -11.6% | +11.6% | +4.9% |
| 3M | +35.8% | +10.5% | +25.4% | +29.0% |
| 6M | +22.0% | -17.8% | +39.8% | +34.2% |
| YTD | +15.2% | -24.9% | +40.1% | +33.6% |
| 1Y | +3.5% | -36.8% | +40.3% | +39.7% |
| All | +3.5% | -36.4% | +39.9% | +39.7% |
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