+8,817.5%
PTC vs GPC
+2,071.6%
+6,745.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.6% | +1.0% |
| 7D | -0.2% | +1.6% | -1.8% | -1.2% |
| 30D | +0.8% | -2.1% | +2.8% | +1.5% |
| 3M | +32.1% | -6.8% | +38.9% | +36.4% |
| 6M | +42.6% | +18.6% | +24.0% | +26.4% |
| YTD | +12.0% | +2.7% | +9.3% | +5.7% |
| 1Y | +12.2% | +1.8% | +10.4% | +6.2% |
| 3Y | +31.2% | +1.1% | +30.2% | +18.2% |
| 5Y | +54.9% | +4.1% | +50.8% | +33.6% |
| 10Y | +343.1% | +88.2% | +254.9% | +138.0% |
| All | +8,817.5% | +2,071.6% | +6,745.9% | +1,058.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling