+8.0%
AGI vs PTC
-37.0%
+45.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.3% |
| 7D | -5.3% | -14.2% | +9.0% | -4.4% |
| 30D | +6.8% | -14.4% | +21.2% | +7.7% |
| 3M | +8.3% | -4.7% | +13.0% | +8.8% |
| 6M | -29.2% | -19.3% | -9.9% | -25.3% |
| YTD | -7.3% | -26.1% | +18.9% | +0.5% |
| 1Y | +8.0% | -37.1% | +45.1% | +25.8% |
| All | +8.0% | -37.0% | +45.0% | +25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling