+288.7%
AG vs PTC
+939.9%
-651.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.3% | -6.2% | -6.0% |
| 7D | +6.0% | +1.3% | +4.7% | +5.5% |
| 30D | -13.5% | +1.1% | -14.6% | -13.8% |
| 3M | -20.7% | +30.1% | -50.8% | -29.2% |
| 6M | -31.5% | +34.0% | -65.6% | -40.4% |
| YTD | -10.1% | +12.8% | -23.0% | -17.4% |
| 1Y | +26.0% | +10.7% | +15.3% | +16.6% |
| 3Y | +228.9% | +29.6% | +199.2% | +182.1% |
| 5Y | +8.7% | +63.5% | -54.9% | -16.0% |
| 10Y | +71.9% | +316.7% | -244.8% | -13.2% |
| All | +288.7% | +939.9% | -651.2% | +0.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling