+5,459.2%
AGI vs PTC
+1,725.5%
+3,733.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.0% | +4.1% | -1.2% |
| 7D | +0.6% | -10.3% | +10.9% | +1.9% |
| 30D | +18.2% | +1.1% | +17.1% | +18.0% |
| 3M | -4.1% | +1.6% | -5.7% | -4.7% |
| 6M | -28.7% | -13.5% | -15.2% | -27.8% |
| YTD | -4.0% | -19.1% | +15.1% | -2.0% |
| 1Y | +17.4% | -33.9% | +51.3% | +22.9% |
| 3Y | +203.0% | -3.9% | +206.9% | +199.4% |
| 5Y | +376.7% | +6.0% | +370.6% | +361.3% |
| 10Y | +407.5% | +223.7% | +183.8% | +319.1% |
| All | +5,459.2% | +1,725.5% | +3,733.7% | +3,762.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling