+6,346.6%
PTC vs GAP
+2,258.2%
+4,088.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.5% | -6.5% | -6.2% |
| 7D | -10.3% | -4.5% | -5.8% | -9.2% |
| 30D | +1.1% | +9.0% | -7.9% | -1.7% |
| 3M | +1.6% | +5.0% | -3.4% | -0.5% |
| 6M | -13.5% | -17.8% | +4.3% | -10.8% |
| YTD | -19.1% | -10.4% | -8.7% | -18.8% |
| 1Y | -33.9% | -3.4% | -30.5% | -35.5% |
| 3Y | -3.9% | +111.5% | -115.4% | -32.1% |
| 5Y | +6.0% | +8.8% | -2.8% | -15.9% |
| 10Y | +223.7% | +32.9% | +190.8% | +95.1% |
| All | +6,346.6% | +2,258.2% | +4,088.4% | +609.8% |
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