-4.4%
APO vs PTC
+0.1%
-4.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.6% | +7.5% | +8.0% |
| 7D | +8.2% | +0.1% | +8.1% | +8.2% |
| 30D | +6.4% | +1.5% | +4.9% | +6.3% |
| 3M | -7.4% | +37.8% | -45.2% | -11.2% |
| 6M | -4.2% | +41.2% | -45.4% | -8.7% |
| YTD | -14.1% | +12.0% | -26.2% | -10.0% |
| 1Y | -4.4% | +1.6% | -6.0% | +5.9% |
| All | -4.4% | +0.1% | -4.5% | +5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling