+2,320.5%
AEP vs PTC
+8,866.4%
-6,545.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +0.7% | +0.5% | +0.2% | +0.7% |
| 30D | +4.8% | +0.9% | +3.9% | +4.7% |
| 3M | +5.4% | +30.4% | -25.0% | +3.0% |
| 6M | +0.4% | +34.4% | -34.0% | -2.3% |
| YTD | +15.5% | +12.6% | +2.9% | +13.6% |
| 1Y | +8.5% | +10.2% | -1.7% | +6.9% |
| 3Y | +84.6% | +29.4% | +55.2% | +78.6% |
| 5Y | +86.9% | +63.7% | +23.2% | +76.7% |
| 10Y | +205.1% | +316.9% | -111.7% | +164.4% |
| All | +2,320.5% | +8,866.4% | -6,545.9% | +1,439.7% |
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