+497.5%
PTC vs GWRE
+749.2%
-251.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.0% | +1.7% | -1.4% |
| 7D | -13.6% | -26.2% | +12.6% | -4.0% |
| 30D | -14.7% | -17.8% | +3.1% | -9.0% |
| 3M | -5.9% | +14.2% | -20.1% | -12.1% |
| 6M | -21.1% | -12.9% | -8.2% | -19.7% |
| YTD | -26.0% | -29.2% | +3.2% | -19.2% |
| 1Y | -36.8% | -44.4% | +7.6% | -24.6% |
| 3Y | -10.3% | +51.1% | -61.3% | -31.6% |
| 5Y | +1.2% | +16.5% | -15.3% | -17.0% |
| 10Y | +198.3% | +131.6% | +66.7% | +90.4% |
| All | +497.5% | +749.2% | -251.7% | +188.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling