+199.0%
GS vs PTC
+31.6%
+167.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | +1.6% | +1.3% | +0.3% | +1.4% |
| 30D | +1.7% | +1.1% | +0.6% | +1.5% |
| 3M | -11.6% | +30.1% | -41.7% | -15.6% |
| 6M | -1.9% | +34.0% | -35.9% | -6.8% |
| YTD | +5.1% | +12.8% | -7.8% | +6.6% |
| 1Y | +16.4% | +10.7% | +5.7% | +18.9% |
| 3Y | +199.0% | +29.6% | +169.3% | +158.3% |
| All | +199.0% | +31.6% | +167.3% | +158.3% |
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