-36.8%
PTC vs GAP
-8.8%
-28.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.6% | +1.3% | -2.9% |
| 7D | -13.6% | -3.2% | -10.4% | -13.3% |
| 30D | -14.7% | -0.7% | -14.0% | -14.6% |
| 3M | -5.9% | -0.5% | -5.4% | -6.3% |
| 6M | -21.1% | -5.0% | -16.1% | -22.0% |
| YTD | -26.0% | -14.7% | -11.3% | -26.3% |
| 1Y | -36.8% | -8.6% | -28.2% | -39.8% |
| All | -36.8% | -8.8% | -28.1% | -39.8% |
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