+200.2%
PTC vs GWRE
+131.0%
+69.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.4% |
| 7D | -7.3% | -13.2% | +6.0% | -1.7% |
| 30D | -11.6% | -18.6% | +7.0% | -4.7% |
| 3M | +10.5% | +18.9% | -8.4% | +0.7% |
| 6M | -17.8% | -11.0% | -6.9% | -17.1% |
| YTD | -24.9% | -29.9% | +5.0% | -16.8% |
| 1Y | -36.8% | -44.3% | +7.5% | -22.8% |
| 3Y | -8.7% | +51.7% | -60.4% | -35.6% |
| 5Y | +4.1% | +15.4% | -11.3% | -17.8% |
| All | +200.2% | +131.0% | +69.2% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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