+644.1%
GRMN vs PTC
+196.2%
+448.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.0% | -0.2% |
| 7D | -1.4% | -13.6% | +12.2% | +3.3% |
| 30D | -13.1% | -14.7% | +1.6% | -8.7% |
| 3M | +14.9% | -5.9% | +20.8% | +16.0% |
| 6M | +13.1% | -21.1% | +34.2% | +20.8% |
| YTD | +35.3% | -26.0% | +61.3% | +47.5% |
| 1Y | +16.0% | -36.8% | +52.8% | +33.4% |
| 3Y | +179.6% | -10.3% | +189.9% | +179.8% |
| 5Y | +75.0% | +1.2% | +73.8% | +65.1% |
| 10Y | +644.1% | +198.3% | +445.8% | +398.6% |
| All | +644.1% | +196.2% | +448.0% | +398.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling