+193.1%
APD vs PTC
+312.5%
-119.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +3.8% | +0.5% | +3.4% | +3.7% |
| 30D | +8.2% | +1.2% | +7.0% | +7.9% |
| 3M | +4.3% | +27.4% | -23.1% | -3.1% |
| 6M | +4.7% | +39.2% | -34.5% | -5.7% |
| YTD | +31.5% | +12.5% | +19.0% | +24.9% |
| 1Y | +23.5% | +12.3% | +11.3% | +17.3% |
| 3Y | +29.1% | +28.8% | +0.3% | +14.9% |
| 5Y | +15.9% | +60.9% | -45.0% | -4.9% |
| All | +193.1% | +312.5% | -119.3% | +77.5% |
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