+244.1%
AGI vs PTC
+60.7%
+183.5%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -10.1% | +0.5% | -10.6% | -10.2% |
| 30D | -6.5% | +1.2% | -7.8% | -6.7% |
| 3M | -12.8% | +27.4% | -40.2% | -16.3% |
| 6M | -34.3% | +39.2% | -73.5% | -38.2% |
| YTD | -25.6% | +12.5% | -38.1% | -26.9% |
| 1Y | -14.2% | +12.3% | -26.5% | -15.7% |
| 3Y | +127.3% | +28.8% | +98.4% | +108.8% |
| All | +244.1% | +60.7% | +183.5% | +185.3% |
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 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