+77.9%
AEP vs PTC
+32.2%
+45.7%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -2.8% | -0.2% | -2.6% | -2.8% |
| 30D | +3.6% | +0.8% | +2.9% | +3.7% |
| 3M | +1.8% | +32.1% | -30.3% | +2.7% |
| 6M | -3.1% | +42.6% | -45.7% | -1.8% |
| YTD | +12.2% | +12.0% | +0.3% | +13.4% |
| 1Y | +9.1% | +12.2% | -3.0% | +10.2% |
| 3Y | +77.9% | +31.2% | +46.7% | +73.0% |
| All | +77.9% | +32.2% | +45.7% | +73.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling