+78.7%
APO vs PTC
+60.7%
+18.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.9% | +1.8% |
| 7D | +5.8% | +0.5% | +5.3% | +5.5% |
| 30D | +8.9% | +1.2% | +7.7% | +8.3% |
| 3M | -13.6% | +27.4% | -41.0% | -24.4% |
| 6M | -5.4% | +39.2% | -44.6% | -22.3% |
| YTD | -13.6% | +12.5% | -26.1% | -20.0% |
| 1Y | -2.5% | +12.3% | -14.8% | -9.6% |
| 3Y | +50.9% | +28.8% | +22.0% | +22.1% |
| All | +78.7% | +60.7% | +18.1% | +22.0% |
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