+14.2%
AGG vs PTC
+200.2%
-186.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | -0.9% | -14.2% | +13.3% | -0.6% |
| 30D | -1.0% | -14.4% | +13.5% | -0.7% |
| 3M | -1.3% | -4.7% | +3.4% | -1.3% |
| 6M | -2.1% | -19.3% | +17.2% | -1.7% |
| YTD | -1.2% | -26.1% | +24.9% | -0.7% |
| 1Y | -0.5% | -37.1% | +36.6% | +0.3% |
| 3Y | +12.4% | -10.4% | +22.8% | +12.3% |
| 5Y | -2.4% | +2.5% | -4.9% | -3.0% |
| All | +14.2% | +200.2% | -186.0% | +12.4% |
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 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