+5,991.9%
PTC vs GFI
+685.3%
+5,306.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.1% | -5.5% |
| 7D | -12.8% | +5.7% | -18.5% | -13.0% |
| 30D | -9.8% | +15.6% | -25.4% | -10.5% |
| 3M | -2.1% | +31.5% | -33.6% | -3.6% |
| 6M | -18.1% | -3.7% | -14.4% | -18.3% |
| YTD | -23.5% | +11.2% | -34.7% | -24.5% |
| 1Y | -37.4% | +36.4% | -73.7% | -39.0% |
| 3Y | -7.2% | +313.5% | -320.8% | -15.8% |
| 5Y | +2.7% | +528.0% | -525.3% | -9.9% |
| 10Y | +203.4% | +1,021.4% | -818.0% | +151.4% |
| All | +5,991.9% | +685.3% | +5,306.6% | +5,006.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling