+311.9%
PTC vs GPC
+74.9%
+237.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.3% |
| 7D | +0.5% | +0.4% | 0.0% | +0.3% |
| 30D | +1.2% | -6.3% | +7.5% | +3.5% |
| 3M | +27.4% | -8.2% | +35.5% | +31.0% |
| 6M | +39.2% | +27.1% | +12.1% | +24.9% |
| YTD | +12.5% | +3.1% | +9.4% | +8.4% |
| 1Y | +12.3% | +0.1% | +12.2% | +9.5% |
| 3Y | +28.8% | +0.2% | +28.6% | +20.9% |
| 5Y | +60.9% | +4.9% | +56.0% | +45.3% |
| All | +311.9% | +74.9% | +237.0% | +180.6% |
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