-0.3%
APO vs PTC
-38.1%
+37.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.5% | +4.1% | -0.3% |
| 7D | +0.1% | -12.8% | +12.9% | +2.8% |
| 30D | +3.9% | -9.8% | +13.6% | +6.0% |
| 3M | +3.8% | -2.1% | +5.8% | +4.1% |
| 6M | +22.3% | -18.1% | +40.4% | +30.5% |
| YTD | -7.8% | -23.5% | +15.7% | +1.6% |
| 1Y | -0.3% | -37.4% | +37.0% | +18.8% |
| All | -0.3% | -38.1% | +37.7% | +18.8% |
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