+210.9%
AA vs PTC
+8,817.5%
-8,606.6%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.9% |
| 7D | +0.9% | -0.2% | +1.1% | +1.0% |
| 30D | -6.7% | +0.8% | -7.4% | -6.8% |
| 3M | -16.3% | +32.1% | -48.5% | -22.3% |
| 6M | -37.1% | +42.6% | -79.7% | -43.2% |
| YTD | -25.0% | +12.0% | -37.0% | -28.8% |
| 1Y | +8.6% | +12.2% | -3.6% | +3.0% |
| 3Y | +57.2% | +31.2% | +26.0% | +44.1% |
| 5Y | -13.0% | +54.9% | -67.9% | -23.0% |
| 10Y | +65.5% | +343.1% | -277.6% | +19.0% |
| All | +210.9% | +8,817.5% | -8,606.6% | +11.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling