+19,143.8%
AFL vs PTC
+6,346.6%
+12,797.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.0% | +5.1% | 0.0% |
| 7D | +0.6% | -10.3% | +10.9% | +2.3% |
| 30D | -6.2% | +1.1% | -7.3% | -6.5% |
| 3M | +2.2% | +1.6% | +0.6% | +1.4% |
| 6M | +5.3% | -13.5% | +18.7% | +7.0% |
| YTD | +8.0% | -19.1% | +27.0% | +10.8% |
| 1Y | +10.2% | -33.9% | +44.1% | +16.7% |
| 3Y | +67.1% | -3.9% | +71.0% | +64.9% |
| 5Y | +135.6% | +6.0% | +129.6% | +125.9% |
| 10Y | +299.4% | +223.7% | +75.6% | +212.0% |
| All | +19,143.8% | +6,346.6% | +12,797.2% | +7,437.9% |
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