+215.7%
GWW vs PTC
+61.1%
+154.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.2% | +0.6% |
| 7D | +5.3% | +0.8% | +4.5% | +5.1% |
| 30D | +12.4% | +0.7% | +11.7% | +12.3% |
| 3M | +13.7% | +32.6% | -18.9% | +5.7% |
| 6M | +18.0% | +33.6% | -15.5% | +8.9% |
| YTD | +44.6% | +12.4% | +32.1% | +39.8% |
| 1Y | +53.1% | +11.2% | +41.9% | +48.5% |
| 3Y | +90.2% | +31.7% | +58.5% | +71.9% |
| All | +215.7% | +61.1% | +154.6% | +158.9% |
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