+277.6%
AG vs PTC
-2.9%
+280.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.0% | +4.1% | -0.8% |
| 7D | +1.0% | -10.3% | +11.3% | +3.1% |
| 30D | +19.2% | +1.1% | +18.0% | +18.9% |
| 3M | +6.2% | +1.6% | +4.5% | +5.6% |
| 6M | -26.7% | -13.5% | -13.2% | -23.8% |
| YTD | +26.1% | -19.1% | +45.2% | +33.6% |
| 1Y | +131.7% | -33.9% | +165.5% | +161.3% |
| All | +277.6% | -2.9% | +280.4% | +336.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling