+69.8%
AG vs PTC
+313.0%
-243.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.1% | -5.3% | -5.3% |
| 7D | -6.0% | +0.8% | -6.9% | -6.3% |
| 30D | -14.3% | +1.2% | -15.5% | -14.6% |
| 3M | -26.9% | +32.6% | -59.5% | -33.7% |
| 6M | -42.1% | +36.1% | -78.2% | -48.5% |
| YTD | -15.9% | +12.7% | -28.5% | -20.8% |
| 1Y | +11.5% | +10.2% | +1.4% | +5.8% |
| 3Y | +208.0% | +29.4% | +178.5% | +171.4% |
| 5Y | +2.4% | +61.1% | -58.7% | -17.6% |
| All | +69.8% | +313.0% | -243.2% | +22.4% |
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 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