+67.9%
AG vs PTC
+1.8%
+66.1%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.5% | +4.5% | +0.7% |
| 7D | +4.5% | -12.8% | +17.3% | +8.9% |
| 30D | +12.9% | -9.8% | +22.6% | +16.4% |
| 3M | +20.9% | -2.1% | +23.0% | +20.2% |
| 6M | -19.5% | -18.1% | -1.4% | -14.8% |
| YTD | +24.8% | -23.5% | +48.3% | +35.4% |
| 1Y | +120.2% | -37.4% | +157.6% | +159.2% |
| 3Y | +279.0% | -7.2% | +286.2% | +263.2% |
| 5Y | +67.9% | +2.7% | +65.2% | +41.9% |
| All | +67.9% | +1.8% | +66.1% | +41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling