+244.1%
AG vs PTC
+30.6%
+213.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.4% | +4.3% | +4.6% |
| 7D | +10.8% | +0.8% | +10.0% | +10.7% |
| 30D | -8.2% | +0.7% | -8.9% | -8.2% |
| 3M | -13.7% | +32.6% | -46.3% | -17.7% |
| 6M | -27.3% | +33.6% | -60.8% | -30.7% |
| YTD | -4.6% | +12.4% | -17.0% | -3.6% |
| 1Y | +39.4% | +11.2% | +28.1% | +41.4% |
| 3Y | +244.1% | +31.7% | +212.4% | +214.4% |
| All | +244.1% | +30.6% | +213.5% | +214.4% |
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 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