+8,854.1%
PTC vs GAP
+2,254.5%
+6,599.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.1% | -0.5% |
| 7D | +0.8% | 0.0% | +0.8% | +0.6% |
| 30D | +0.7% | -4.3% | +5.0% | +1.6% |
| 3M | +32.6% | +9.4% | +23.2% | +28.5% |
| 6M | +33.6% | -3.3% | +36.8% | +32.4% |
| YTD | +12.4% | -10.5% | +23.0% | +12.5% |
| 1Y | +11.2% | -2.4% | +13.6% | +8.3% |
| 3Y | +31.7% | +80.1% | -48.4% | -2.2% |
| 5Y | +60.1% | +6.5% | +53.6% | +28.0% |
| 10Y | +317.2% | +14.6% | +302.6% | +165.2% |
| All | +8,854.1% | +2,254.5% | +6,599.5% | +883.5% |
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