+66.8%
AA vs PTC
-37.6%
+104.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -5.5% | +9.0% | +3.3% |
| 7D | +1.7% | -12.8% | +14.4% | +1.1% |
| 30D | +3.3% | -9.8% | +13.1% | +3.0% |
| 3M | -29.4% | -2.1% | -27.3% | -28.1% |
| 6M | -12.8% | -18.1% | +5.3% | -8.0% |
| YTD | -2.1% | -23.5% | +21.4% | +8.0% |
| All | +66.8% | -37.6% | +104.3% | +114.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling