+2,252.4%
AEP vs PTC
+8,817.5%
-6,565.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.6% |
| 3M | +1.8% | +32.1% | -30.3% | -0.6% |
| 6M | -3.1% | +42.6% | -45.7% | -6.2% |
| YTD | +12.2% | +12.0% | +0.3% | +10.5% |
| 1Y | +9.1% | +12.2% | -3.0% | +7.4% |
| 3Y | +77.9% | +31.2% | +46.7% | +71.9% |
| 5Y | +78.1% | +54.9% | +23.2% | +69.1% |
| 10Y | +187.8% | +343.1% | -155.3% | +148.3% |
| All | +2,252.4% | +8,817.5% | -6,565.1% | +1,396.9% |
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