+11.2%
APD vs PTC
-3.9%
+15.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.0% | +5.1% | 0.0% |
| 7D | -2.2% | -10.3% | +8.1% | -0.6% |
| 30D | +2.1% | +1.1% | +1.0% | +1.8% |
| 3M | +7.2% | +1.6% | +5.6% | +6.4% |
| 6M | +11.2% | -13.5% | +24.7% | +13.8% |
| YTD | +24.4% | -19.1% | +43.4% | +29.0% |
| 1Y | +6.7% | -33.9% | +40.5% | +16.3% |
| All | +11.2% | -3.9% | +15.1% | +1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling