+397.6%
AGI vs PTC
+0.6%
+397.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.4% |
| 7D | -5.4% | -14.2% | +8.9% | -2.9% |
| 30D | +6.6% | -14.4% | +21.1% | +9.4% |
| 3M | +8.2% | -4.7% | +12.9% | +8.4% |
| 6M | -29.3% | -19.3% | -10.0% | -26.8% |
| YTD | -7.4% | -26.1% | +18.8% | -2.5% |
| 1Y | +7.9% | -37.1% | +45.0% | +17.4% |
| 3Y | +206.2% | -10.4% | +216.6% | +197.8% |
| 5Y | +397.6% | +2.5% | +395.1% | +337.9% |
| All | +397.6% | +0.6% | +397.0% | +337.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling