+16.6%
AGG vs PTC
+312.5%
-295.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -1.5% | +0.5% | -2.0% | -1.5% |
| 30D | +0.6% | +1.2% | -0.6% | +0.6% |
| 3M | -1.6% | +27.4% | -29.0% | -2.1% |
| 6M | -1.6% | +39.2% | -40.8% | -2.3% |
| YTD | -1.5% | +12.5% | -14.0% | -1.8% |
| 1Y | -1.1% | +12.3% | -13.4% | -1.4% |
| 3Y | +13.6% | +28.8% | -15.2% | +12.7% |
| 5Y | -1.7% | +60.9% | -62.6% | -3.1% |
| All | +16.6% | +312.5% | -295.8% | +13.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling