+1,563.3%
APO vs PTC
+784.3%
+779.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.7% | -0.5% |
| 7D | +0.8% | -0.2% | +1.0% | +0.9% |
| 30D | +1.0% | +0.8% | +0.3% | +0.7% |
| 3M | -8.4% | +32.1% | -40.5% | -20.9% |
| 6M | -9.1% | +42.6% | -51.7% | -25.4% |
| YTD | -18.3% | +12.0% | -30.3% | -25.6% |
| 1Y | -8.0% | +12.2% | -20.1% | -16.3% |
| 3Y | +47.1% | +31.2% | +15.8% | +23.4% |
| 5Y | +67.2% | +54.9% | +12.3% | +29.6% |
| 10Y | +871.8% | +343.1% | +528.7% | +380.7% |
| All | +1,563.3% | +784.3% | +779.1% | +506.5% |
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