+33.4%
AG vs PTC
+0.1%
+33.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +0.6% | +8.6% | +9.2% |
| 7D | -2.6% | +0.1% | -2.7% | -2.6% |
| 30D | -12.1% | +1.5% | -13.6% | -12.1% |
| 3M | -6.6% | +37.8% | -44.4% | -5.9% |
| 6M | -20.5% | +41.2% | -61.7% | -19.7% |
| YTD | -7.4% | +12.0% | -19.5% | +2.7% |
| 1Y | +33.4% | +1.6% | +31.8% | +53.9% |
| All | +33.4% | +0.1% | +33.3% | +53.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling