+64.2%
AIG vs PTC
+205.0%
-140.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.1% |
| 7D | -1.2% | -7.3% | +6.1% | +1.3% |
| 30D | -1.1% | -11.6% | +10.6% | +2.8% |
| 3M | +0.7% | +10.5% | -9.8% | -3.5% |
| 6M | -2.2% | -17.8% | +15.6% | +3.0% |
| YTD | -10.8% | -24.9% | +14.1% | -3.6% |
| 1Y | -2.0% | -36.8% | +34.8% | +12.5% |
| 3Y | +34.8% | -8.7% | +43.6% | +31.0% |
| 5Y | +55.0% | +4.1% | +50.9% | +39.0% |
| All | +64.2% | +205.0% | -140.8% | -7.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling