+2,600.4%
GPN vs PTC
+378.8%
+2,221.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.2% |
| 7D | -5.6% | +0.5% | -6.1% | -5.8% |
| 30D | +13.6% | +1.2% | +12.4% | +13.3% |
| 3M | -2.8% | +27.4% | -30.2% | -9.8% |
| 6M | +38.1% | +39.2% | -1.1% | +24.7% |
| YTD | +19.9% | +12.5% | +7.4% | +14.2% |
| 1Y | +23.4% | +12.3% | +11.1% | +17.6% |
| 3Y | -12.6% | +28.8% | -41.5% | -19.9% |
| 5Y | -26.6% | +60.9% | -87.5% | -36.6% |
| 10Y | +40.4% | +316.6% | -276.2% | -3.1% |
| All | +2,600.4% | +378.8% | +2,221.6% | +1,389.8% |
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