+13.3%
AGG vs PTC
-10.6%
+23.9%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | -0.2% |
| 7D | -0.2% | -13.6% | +13.4% | 0.0% |
| 30D | -0.2% | -14.7% | +14.4% | 0.0% |
| 3M | -0.7% | -5.9% | +5.2% | -0.7% |
| 6M | -1.8% | -21.1% | +19.4% | -1.4% |
| YTD | -0.6% | -26.0% | +25.4% | -0.1% |
| 1Y | +0.4% | -36.8% | +37.2% | +1.2% |
| All | +13.3% | -10.6% | +23.9% | +12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling