+20,769.2%
AFL vs PTC
+8,866.4%
+11,902.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +1.4% | +0.5% | +1.0% | +1.4% |
| 30D | +9.7% | +0.9% | +8.8% | +9.5% |
| 3M | +5.5% | +30.4% | -24.9% | 0.0% |
| 6M | +11.2% | +34.4% | -23.2% | +4.4% |
| YTD | +17.1% | +12.6% | +4.5% | +12.8% |
| 1Y | +14.0% | +10.2% | +3.9% | +10.3% |
| 3Y | +66.3% | +29.4% | +36.9% | +55.0% |
| 5Y | +152.7% | +63.7% | +88.9% | +123.9% |
| 10Y | +341.3% | +316.9% | +24.5% | +227.9% |
| All | +20,769.2% | +8,866.4% | +11,902.8% | +7,579.4% |
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