+2,214.6%
AEP vs PTC
+6,346.6%
-4,132.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.0% | +5.9% | +0.3% |
| 7D | +1.8% | -10.3% | +12.1% | +2.6% |
| 30D | -0.8% | +1.1% | -1.9% | -1.0% |
| 3M | -1.8% | +1.6% | -3.4% | -2.2% |
| 6M | -5.4% | -13.5% | +8.1% | -4.7% |
| YTD | +10.4% | -19.1% | +29.5% | +11.6% |
| 1Y | +18.2% | -33.9% | +52.0% | +21.1% |
| 3Y | +79.0% | -3.9% | +82.9% | +77.4% |
| 5Y | +64.8% | +6.0% | +58.8% | +61.3% |
| 10Y | +170.8% | +223.7% | -52.9% | +139.7% |
| All | +2,214.6% | +6,346.6% | -4,132.0% | +1,412.6% |
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 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