-36.8%
PTC vs GFI
+26.4%
-63.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.6% |
| 7D | -7.3% | -4.9% | -2.4% | -7.3% |
| 30D | -11.6% | +10.7% | -22.4% | -11.5% |
| 3M | +10.5% | +25.6% | -15.2% | +10.9% |
| 6M | -17.8% | -8.3% | -9.6% | -17.0% |
| YTD | -24.9% | +6.3% | -31.2% | -25.7% |
| 1Y | -36.8% | +22.1% | -58.9% | -38.6% |
| All | -36.8% | +26.4% | -63.3% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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