+297.5%
AEM vs PTC
+1.8%
+295.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.5% | +4.1% | -0.7% |
| 7D | +4.3% | -12.8% | +17.1% | +6.2% |
| 30D | +13.1% | -9.8% | +22.9% | +14.6% |
| 3M | +24.8% | -2.1% | +26.8% | +24.7% |
| 6M | -8.2% | -18.1% | +9.9% | -5.8% |
| YTD | +19.8% | -23.5% | +43.3% | +24.2% |
| 1Y | +32.1% | -37.4% | +69.4% | +41.4% |
| 3Y | +348.2% | -7.2% | +355.4% | +337.4% |
| 5Y | +297.5% | +2.7% | +294.8% | +261.6% |
| All | +297.5% | +1.8% | +295.6% | +261.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling