+312.9%
AG vs PTC
+936.3%
-623.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.4% | +4.3% | +4.5% |
| 7D | +10.8% | +0.8% | +10.0% | +10.6% |
| 30D | -8.2% | +0.7% | -8.9% | -8.4% |
| 3M | -13.7% | +32.6% | -46.3% | -23.4% |
| 6M | -27.3% | +33.6% | -60.8% | -36.6% |
| YTD | -4.6% | +12.4% | -17.0% | -12.2% |
| 1Y | +39.4% | +11.2% | +28.1% | +28.8% |
| 3Y | +244.1% | +31.7% | +212.4% | +193.4% |
| 5Y | +16.8% | +60.1% | -43.3% | -9.0% |
| 10Y | +71.7% | +317.2% | -245.5% | -13.3% |
| All | +312.9% | +936.3% | -623.4% | +7.2% |
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