+53.6%
AA vs PTC
+326.2%
-272.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.4% | +5.4% | +5.6% |
| 7D | +4.8% | +0.8% | +4.0% | +4.4% |
| 30D | -0.6% | +0.7% | -1.4% | -1.0% |
| 3M | -16.3% | +32.6% | -48.9% | -29.6% |
| 6M | -33.4% | +33.6% | -67.0% | -45.5% |
| YTD | -20.7% | +12.4% | -33.1% | -29.6% |
| 1Y | +12.9% | +11.2% | +1.7% | +1.0% |
| 3Y | +75.7% | +31.7% | +44.0% | +38.6% |
| 5Y | -6.8% | +60.1% | -66.9% | -35.1% |
| 10Y | +53.6% | +317.2% | -263.6% | -40.8% |
| All | +53.6% | +326.2% | -272.5% | -40.8% |
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