+41.6%
AA vs PTC
+312.5%
-270.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.6% | -1.7% |
| 7D | +0.5% | +0.5% | 0.0% | +0.3% |
| 30D | -0.6% | +1.2% | -1.8% | -1.2% |
| 3M | -19.7% | +27.4% | -47.0% | -30.9% |
| 6M | -41.6% | +39.2% | -80.8% | -53.3% |
| YTD | -24.6% | +12.5% | -37.1% | -33.1% |
| 1Y | +4.9% | +12.3% | -7.4% | -6.8% |
| 3Y | +66.8% | +28.8% | +38.0% | +33.3% |
| 5Y | -19.4% | +60.9% | -80.3% | -44.1% |
| All | +41.6% | +312.5% | -270.9% | -45.3% |
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