+597.9%
GRMN vs PTC
+312.5%
+285.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -0.9% | +0.5% | -1.4% | -1.0% |
| 30D | +1.2% | +1.2% | 0.0% | +0.8% |
| 3M | -8.9% | +27.4% | -36.3% | -17.1% |
| 6M | +23.0% | +39.2% | -16.2% | +7.7% |
| YTD | +41.2% | +12.5% | +28.7% | +32.5% |
| 1Y | +47.5% | +12.3% | +35.2% | +38.4% |
| 3Y | +155.8% | +28.8% | +126.9% | +124.8% |
| 5Y | +120.2% | +60.9% | +59.3% | +76.3% |
| All | +597.9% | +312.5% | +285.4% | +309.2% |
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