+141.0%
GS vs PTC
+59.6%
+81.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.3% | -6.1% | -6.3% |
| 7D | -6.3% | -0.1% | -6.2% | -6.3% |
| 30D | -3.1% | +0.8% | -4.0% | -3.3% |
| 3M | -17.7% | +39.6% | -57.2% | -25.6% |
| 6M | -4.6% | +41.5% | -46.0% | -15.1% |
| YTD | +0.3% | +11.7% | -11.4% | -2.6% |
| 1Y | +11.7% | +2.4% | +9.3% | +12.1% |
| 3Y | +183.6% | +31.9% | +151.6% | +149.1% |
| 5Y | +141.0% | +54.5% | +86.4% | +89.4% |
| All | +141.0% | +59.6% | +81.3% | +89.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling