+31.2%
PTC vs GPC
+1.0%
+30.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.6% | +0.5% |
| 7D | -0.2% | +1.6% | -1.8% | -0.6% |
| 30D | +0.8% | -2.1% | +2.8% | +1.0% |
| 3M | +32.1% | -6.8% | +38.9% | +33.7% |
| 6M | +42.6% | +18.6% | +24.0% | +37.3% |
| YTD | +12.0% | +2.7% | +9.3% | +10.6% |
| 1Y | +12.2% | +1.8% | +10.4% | +11.0% |
| 3Y | +31.2% | +1.1% | +30.2% | +26.3% |
| All | +31.2% | +1.0% | +30.2% | +26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling