+74.6%
AG vs PTC
+196.2%
-121.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.3% | +5.4% | +3.1% |
| 7D | -0.1% | -13.6% | +13.5% | +4.3% |
| 30D | +12.5% | -14.7% | +27.1% | +17.7% |
| 3M | +28.2% | -5.9% | +34.1% | +28.8% |
| 6M | -18.8% | -21.1% | +2.3% | -14.0% |
| YTD | +27.4% | -26.0% | +53.4% | +37.4% |
| 1Y | +132.2% | -36.8% | +169.0% | +164.3% |
| 3Y | +286.9% | -10.3% | +297.1% | +282.6% |
| 5Y | +72.8% | +1.2% | +71.6% | +61.6% |
| 10Y | +74.6% | +198.3% | -123.7% | +37.0% |
| All | +74.6% | +196.2% | -121.6% | +37.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling