+291.9%
AA vs PTC
+6,346.6%
-6,054.7%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.0% | +3.9% | -0.8% |
| 7D | -0.7% | -10.3% | +9.6% | +1.7% |
| 30D | +5.0% | +1.1% | +3.8% | +4.5% |
| 3M | -35.8% | +1.6% | -37.4% | -36.7% |
| 6M | -18.4% | -13.5% | -4.9% | -16.8% |
| YTD | -5.5% | -19.1% | +13.6% | -2.6% |
| 1Y | +61.0% | -33.9% | +94.8% | +73.6% |
| 3Y | +66.2% | -3.9% | +70.1% | +65.2% |
| 5Y | +11.4% | +6.0% | +5.3% | +8.2% |
| 10Y | +116.9% | +223.7% | -106.9% | +69.0% |
| All | +291.9% | +6,346.6% | -6,054.7% | +53.2% |
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