-37.4%
PTC vs GPC
-0.1%
-37.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.9% | -2.6% | -5.1% |
| 7D | -12.8% | +0.2% | -13.0% | -12.8% |
| 30D | -9.8% | -0.4% | -9.4% | -9.8% |
| 3M | -2.1% | +39.2% | -41.2% | -4.6% |
| 6M | -18.1% | +18.2% | -36.3% | -18.3% |
| YTD | -23.5% | +12.1% | -35.6% | -24.2% |
| 1Y | -37.4% | -0.7% | -36.7% | -35.6% |
| All | -37.4% | -0.1% | -37.3% | -35.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling