+10.4%
PTC vs GAP
-4.6%
+14.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.1% | +0.1% |
| 7D | +0.8% | 0.0% | +0.8% | +0.7% |
| 30D | +0.7% | -4.3% | +5.0% | +1.1% |
| 3M | +32.6% | +9.4% | +23.2% | +31.8% |
| 6M | +33.6% | -3.3% | +36.8% | +32.5% |
| YTD | +12.4% | -10.5% | +23.0% | +11.2% |
| All | +10.4% | -4.6% | +14.9% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling