+6,091.7%
APD vs PTC
+8,796.0%
-2,704.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.9% |
| 7D | -0.7% | -0.1% | -0.6% | -0.7% |
| 30D | +10.1% | +0.8% | +9.3% | +10.0% |
| 3M | +4.9% | +39.6% | -34.7% | -1.2% |
| 6M | +2.5% | +41.5% | -39.0% | -4.1% |
| YTD | +27.8% | +11.7% | +16.1% | +23.6% |
| 1Y | +32.9% | +2.4% | +30.4% | +29.9% |
| 3Y | +13.4% | +31.9% | -18.6% | +6.0% |
| 5Y | +12.8% | +54.5% | -41.7% | +2.4% |
| 10Y | +194.6% | +342.1% | -147.5% | +124.1% |
| All | +6,091.7% | +8,796.0% | -2,704.3% | +2,339.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling