+334.3%
AGI vs PTC
+200.2%
+134.2%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.3% |
| 7D | -5.3% | -14.2% | +9.0% | -3.3% |
| 30D | +6.8% | -14.4% | +21.2% | +8.9% |
| 3M | +8.3% | -4.7% | +13.0% | +8.5% |
| 6M | -29.2% | -19.3% | -9.9% | -27.5% |
| YTD | -7.3% | -26.1% | +18.9% | -3.8% |
| 1Y | +8.0% | -37.1% | +45.1% | +14.6% |
| 3Y | +206.6% | -10.4% | +216.9% | +204.5% |
| 5Y | +398.1% | +2.5% | +395.7% | +379.8% |
| All | +334.3% | +200.2% | +134.2% | +300.0% |
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