+2.7%
PTC vs GAP
+9.4%
-6.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.3% | -5.5% |
| 7D | -12.8% | +1.7% | -14.5% | -13.0% |
| 30D | -9.8% | +9.3% | -19.1% | -11.3% |
| 3M | -2.1% | +6.1% | -8.2% | -3.4% |
| 6M | -18.1% | -2.3% | -15.8% | -18.7% |
| YTD | -23.5% | -10.6% | -12.9% | -23.3% |
| 1Y | -37.4% | -4.4% | -32.9% | -38.1% |
| 3Y | -7.2% | +118.3% | -125.5% | -26.8% |
| 5Y | +2.7% | +12.2% | -9.5% | -18.1% |
| All | +2.7% | +9.4% | -6.7% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling