+212.7%
AGI vs PTC
-7.5%
+220.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.5% | +4.1% | -1.0% |
| 7D | +4.4% | -12.8% | +17.2% | +5.5% |
| 30D | +10.0% | -9.8% | +19.7% | +10.9% |
| 3M | +1.7% | -2.1% | +3.8% | +1.8% |
| 6M | -26.8% | -18.1% | -8.7% | -25.1% |
| YTD | -5.3% | -23.5% | +18.2% | -2.5% |
| 1Y | +11.5% | -37.4% | +48.8% | +17.3% |
| All | +212.7% | -7.5% | +220.2% | +201.3% |
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