+895.0%
APA vs PTC
+8,817.5%
-7,922.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.6% |
| 7D | -15.5% | -0.2% | -15.3% | -15.5% |
| 30D | +2.4% | +0.8% | +1.6% | +2.3% |
| 3M | +22.8% | +32.1% | -9.3% | +15.8% |
| 6M | +17.9% | +42.6% | -24.7% | +9.2% |
| YTD | +87.7% | +12.0% | +75.7% | +80.4% |
| 1Y | +94.2% | +12.2% | +82.0% | +86.5% |
| 3Y | +27.2% | +31.2% | -4.0% | +18.6% |
| 5Y | +74.1% | +54.9% | +19.3% | +57.3% |
| 10Y | +2.6% | +343.1% | -340.5% | -19.6% |
| All | +895.0% | +8,817.5% | -7,922.5% | +433.1% |
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