-23.2%
AIG vs PTC
+6,346.6%
-6,369.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.0% | +5.2% | +0.4% |
| 7D | -0.9% | -10.3% | +9.3% | +1.2% |
| 30D | -4.9% | +1.1% | -6.0% | -5.3% |
| 3M | +4.5% | +1.6% | +2.9% | +3.5% |
| 6M | -1.4% | -13.5% | +12.0% | +0.6% |
| YTD | -9.8% | -19.1% | +9.3% | -7.0% |
| 1Y | -4.5% | -33.9% | +29.3% | +2.4% |
| 3Y | +37.4% | -3.9% | +41.4% | +35.3% |
| 5Y | +55.0% | +6.0% | +48.9% | +47.7% |
| 10Y | +63.7% | +223.7% | -160.1% | +23.1% |
| All | -23.2% | +6,346.6% | -6,369.8% | -73.3% |
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 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