+164.3%
APD vs PTC
+223.7%
-59.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.0% | +5.1% | +0.6% |
| 7D | -2.2% | -10.3% | +8.1% | +0.6% |
| 30D | +2.1% | +1.1% | +1.0% | +1.6% |
| 3M | +7.2% | +1.6% | +5.6% | +5.9% |
| 6M | +11.2% | -13.5% | +24.7% | +14.4% |
| YTD | +24.4% | -19.1% | +43.4% | +29.9% |
| 1Y | +6.7% | -33.9% | +40.5% | +17.7% |
| 3Y | +9.2% | -3.9% | +13.1% | +5.7% |
| 5Y | +27.4% | +6.0% | +21.3% | +17.5% |
| All | +164.3% | +223.7% | -59.4% | +69.2% |
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