+10.0%
APD vs PTC
+55.9%
-46.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | -3.7% | -0.2% | -3.4% | -3.6% |
| 30D | +9.6% | +0.8% | +8.8% | +9.4% |
| 3M | +1.6% | +32.1% | -30.5% | -5.3% |
| 6M | +2.2% | +42.6% | -40.5% | -7.4% |
| YTD | +25.9% | +12.0% | +13.9% | +21.9% |
| 1Y | +20.1% | +12.2% | +8.0% | +16.2% |
| 3Y | +12.4% | +31.2% | -18.8% | -1.5% |
| All | +10.0% | +55.9% | -46.0% | -12.9% |
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