-6.6%
APA vs PTC
+222.5%
-229.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.0% | +2.8% | -0.2% |
| 7D | +0.5% | -10.3% | +10.8% | +6.0% |
| 30D | +23.4% | +1.1% | +22.3% | +22.4% |
| 3M | +12.7% | +1.6% | +11.1% | +9.9% |
| 6M | +39.4% | -13.5% | +52.9% | +46.4% |
| YTD | +79.0% | -19.1% | +98.0% | +93.2% |
| 1Y | +88.8% | -33.9% | +122.7% | +126.5% |
| 3Y | +6.4% | -3.9% | +10.3% | -0.2% |
| 5Y | +153.0% | +6.0% | +146.9% | +117.8% |
| All | -6.6% | +222.5% | -229.1% | -53.6% |
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