+528.8%
APP vs PTC
+32.1%
+496.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.4% | +4.4% | +4.6% |
| 7D | +79.2% | +0.8% | +78.4% | +78.3% |
| 30D | +48.0% | +0.7% | +47.3% | +47.3% |
| 3M | +18.2% | +32.6% | -14.4% | -5.3% |
| 6M | -12.5% | +33.6% | -46.1% | -32.6% |
| YTD | -39.2% | +12.4% | -51.6% | -46.0% |
| 1Y | -33.9% | +11.2% | -45.1% | -40.8% |
| 3Y | +933.3% | +31.7% | +901.6% | +631.9% |
| 5Y | +295.9% | +60.1% | +235.8% | +132.2% |
| All | +528.8% | +32.1% | +496.7% | +260.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling