-0.9%
APA vs PTC
+326.2%
-327.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.4% |
| 7D | -8.7% | +0.8% | -9.5% | -9.1% |
| 30D | -2.4% | +0.7% | -3.1% | -2.7% |
| 3M | +19.0% | +32.6% | -13.6% | +0.7% |
| 6M | +26.8% | +33.6% | -6.8% | +5.4% |
| YTD | +87.3% | +12.4% | +74.9% | +67.7% |
| 1Y | +92.3% | +11.2% | +81.1% | +72.9% |
| 3Y | +37.3% | +31.7% | +5.6% | +7.9% |
| 5Y | +73.2% | +60.1% | +13.1% | +17.8% |
| 10Y | -0.9% | +317.2% | -318.1% | -55.3% |
| All | -0.9% | +326.2% | -327.0% | -55.3% |
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 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