+427.4%
AEM vs PTC
+317.3%
+110.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.3% |
| 7D | +1.4% | +0.5% | +0.9% | +1.3% |
| 30D | -1.2% | +0.9% | -2.1% | -1.3% |
| 3M | +2.5% | +30.4% | -27.8% | -1.0% |
| 6M | -5.1% | +34.4% | -39.5% | -9.0% |
| YTD | +10.4% | +12.6% | -2.2% | +8.1% |
| 1Y | +11.8% | +10.2% | +1.6% | +9.8% |
| 3Y | +315.6% | +29.4% | +286.3% | +294.9% |
| 5Y | +266.3% | +63.7% | +202.5% | +234.4% |
| 10Y | +427.4% | +316.9% | +110.5% | +327.3% |
| All | +427.4% | +317.3% | +110.0% | +327.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling