+69.8%
AA vs PTC
+29.3%
+40.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | +5.3% | +0.8% | +4.4% | +5.1% |
| 30D | -2.3% | +1.2% | -3.4% | -2.5% |
| 3M | -20.8% | +32.6% | -53.4% | -27.2% |
| 6M | -39.8% | +36.1% | -75.9% | -45.1% |
| YTD | -23.3% | +12.7% | -35.9% | -23.4% |
| 1Y | +1.8% | +10.2% | -8.3% | +3.1% |
| All | +69.8% | +29.3% | +40.5% | +28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling