+8,817.5%
PTC vs GAP
+2,175.1%
+6,642.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.4% | +1.4% |
| 7D | -0.2% | -3.8% | +3.5% | +0.6% |
| 30D | +0.8% | -9.0% | +9.8% | +3.0% |
| 3M | +32.1% | +5.5% | +26.7% | +29.3% |
| 6M | +42.6% | -11.1% | +53.7% | +44.6% |
| YTD | +12.0% | -13.6% | +25.5% | +13.1% |
| 1Y | +12.2% | -2.9% | +15.0% | +9.3% |
| 3Y | +31.2% | +69.6% | -38.4% | -0.9% |
| 5Y | +54.9% | +5.4% | +49.5% | +24.1% |
| 10Y | +343.1% | +17.8% | +325.3% | +178.5% |
| All | +8,817.5% | +2,175.1% | +6,642.4% | +888.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling