+20,692.1%
AFL vs PTC
+8,885.1%
+11,806.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.1% |
| 7D | +2.1% | +1.3% | +0.8% | +1.9% |
| 30D | +10.6% | +1.1% | +9.5% | +10.4% |
| 3M | +4.4% | +30.1% | -25.8% | -1.0% |
| 6M | +13.1% | +34.0% | -20.9% | +6.3% |
| YTD | +16.6% | +12.8% | +3.8% | +12.4% |
| 1Y | +13.8% | +10.7% | +3.1% | +10.0% |
| 3Y | +65.7% | +29.6% | +36.0% | +54.4% |
| 5Y | +153.1% | +63.5% | +89.6% | +124.4% |
| 10Y | +335.9% | +316.7% | +19.2% | +223.9% |
| All | +20,692.1% | +8,885.1% | +11,806.9% | +7,548.5% |
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