+102.5%
APA vs PTC
-38.1%
+140.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.5% | +7.3% | +1.8% |
| 7D | -1.7% | -12.8% | +11.1% | -1.7% |
| 30D | +15.7% | -9.8% | +25.5% | +15.8% |
| 3M | +16.5% | -2.1% | +18.5% | +18.3% |
| 6M | +35.1% | -18.1% | +53.2% | +36.5% |
| YTD | +82.2% | -23.5% | +105.7% | +80.4% |
| 1Y | +102.5% | -37.4% | +139.8% | +118.8% |
| All | +102.5% | -38.1% | +140.5% | +118.8% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling