+316.9%
PTC vs GPC
+78.6%
+238.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.1% |
| 7D | +0.5% | -2.1% | +2.6% | +1.3% |
| 30D | +0.9% | -4.5% | +5.4% | +2.5% |
| 3M | +30.4% | -7.7% | +38.1% | +33.8% |
| 6M | +34.4% | +24.3% | +10.1% | +21.7% |
| YTD | +12.6% | +3.5% | +9.1% | +8.3% |
| 1Y | +10.2% | +0.7% | +9.4% | +7.1% |
| 3Y | +29.4% | 0.0% | +29.4% | +21.5% |
| 5Y | +63.7% | +5.8% | +57.9% | +47.3% |
| 10Y | +316.9% | +75.8% | +241.1% | +183.0% |
| All | +316.9% | +78.6% | +238.3% | +183.0% |
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