+169.3%
AEP vs PTC
+204.7%
-35.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.5% | +6.2% | +1.2% |
| 7D | +2.0% | -12.8% | +14.8% | +3.1% |
| 30D | +0.5% | -9.8% | +10.3% | +1.2% |
| 3M | -0.3% | -2.1% | +1.8% | -0.4% |
| 6M | -3.5% | -18.1% | +14.6% | -2.2% |
| YTD | +11.3% | -23.5% | +34.8% | +13.4% |
| 1Y | +20.2% | -37.4% | +57.6% | +24.8% |
| 3Y | +79.8% | -7.2% | +87.0% | +77.1% |
| 5Y | +65.6% | +2.7% | +62.9% | +59.5% |
| 10Y | +169.3% | +203.4% | -34.1% | +119.2% |
| All | +169.3% | +204.7% | -35.4% | +119.2% |
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 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