-28.2%
GPN vs PTC
-10.6%
-17.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.3% | +0.6% | -1.1% |
| 7D | -6.2% | -13.6% | +7.3% | +0.3% |
| 30D | +1.0% | -14.7% | +15.7% | +8.5% |
| 3M | +36.9% | -5.9% | +42.8% | +38.6% |
| 6M | +16.8% | -21.1% | +37.9% | +29.8% |
| YTD | +13.2% | -26.0% | +39.2% | +30.0% |
| 1Y | +1.4% | -36.8% | +38.3% | +26.5% |
| All | -28.2% | -10.6% | -17.6% | -33.7% |
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 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