+330.1%
PTC vs GPC
+85.6%
+244.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.6% | +0.7% |
| 7D | -0.2% | +1.6% | -1.8% | -0.9% |
| 30D | +0.8% | -2.1% | +2.8% | +1.3% |
| 3M | +32.1% | -6.8% | +38.9% | +35.1% |
| 6M | +42.6% | +18.6% | +24.0% | +31.6% |
| YTD | +12.0% | +2.7% | +9.3% | +8.1% |
| 1Y | +12.2% | +1.8% | +10.4% | +8.5% |
| 3Y | +31.2% | +1.1% | +30.2% | +22.6% |
| 5Y | +54.9% | +4.1% | +50.8% | +40.4% |
| All | +330.1% | +85.6% | +244.6% | +194.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling