+166.2%
GRMN vs PTC
+30.6%
+135.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.1% |
| 7D | +6.4% | +0.8% | +5.6% | +6.2% |
| 30D | +8.7% | +0.7% | +8.0% | +8.6% |
| 3M | -5.8% | +32.6% | -38.4% | -12.9% |
| 6M | +22.5% | +33.6% | -11.0% | +12.6% |
| YTD | +45.6% | +12.4% | +33.2% | +42.3% |
| 1Y | +47.5% | +11.2% | +36.2% | +44.6% |
| 3Y | +166.2% | +31.7% | +134.6% | +139.0% |
| All | +166.2% | +30.6% | +135.7% | +139.0% |
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