+46.2%
AA vs PTC
+312.8%
-266.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.8% |
| 7D | +1.1% | +0.5% | +0.6% | +0.9% |
| 30D | -1.3% | +0.9% | -2.2% | -1.7% |
| 3M | -23.9% | +30.4% | -54.3% | -35.5% |
| 6M | -36.8% | +34.4% | -71.2% | -48.5% |
| YTD | -22.2% | +12.6% | -34.8% | -30.9% |
| 1Y | +10.4% | +10.2% | +0.2% | -0.7% |
| 3Y | +72.0% | +29.4% | +42.6% | +37.2% |
| 5Y | -15.6% | +63.7% | -79.4% | -42.0% |
| All | +46.2% | +312.8% | -266.6% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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