+27.9%
APD vs PTC
+6.0%
+21.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.0% | +5.1% | +0.6% |
| 7D | -2.2% | -10.3% | +8.1% | +0.4% |
| 30D | +2.1% | +1.1% | +1.0% | +1.6% |
| 3M | +7.2% | +1.6% | +5.6% | +6.0% |
| 6M | +11.2% | -13.5% | +24.7% | +14.7% |
| YTD | +24.4% | -19.1% | +43.4% | +30.5% |
| 1Y | +6.7% | -33.9% | +40.5% | +19.0% |
| 3Y | +9.2% | -3.9% | +13.1% | +3.4% |
| All | +27.9% | +6.0% | +21.9% | +11.5% |
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 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