+90.9%
APA vs PTC
+60.7%
+30.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.8% | +1.7% |
| 7D | +8.5% | +0.5% | +8.1% | +8.4% |
| 30D | +2.8% | +1.2% | +1.6% | +2.4% |
| 3M | +21.7% | +27.4% | -5.7% | +11.5% |
| 6M | +32.6% | +39.2% | -6.6% | +16.9% |
| YTD | +103.7% | +12.5% | +91.2% | +94.4% |
| 1Y | +101.8% | +12.3% | +89.5% | +92.5% |
| 3Y | +48.1% | +28.8% | +19.2% | +25.6% |
| All | +90.9% | +60.7% | +30.2% | +41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling