+81.7%
AA vs PTC
-2.9%
+84.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.0% | +3.9% | 0.0% |
| 7D | -0.7% | -10.3% | +9.6% | +3.1% |
| 30D | +5.0% | +1.1% | +3.8% | +4.1% |
| 3M | -35.8% | +1.6% | -37.4% | -36.7% |
| 6M | -18.4% | -13.5% | -4.9% | -12.9% |
| YTD | -5.5% | -19.1% | +13.6% | +4.3% |
| 1Y | +61.0% | -33.9% | +94.8% | +102.4% |
| All | +81.7% | -2.9% | +84.6% | +41.1% |
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