+527.5%
APP vs PTC
+32.2%
+495.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.1% | +4.0% | +4.0% |
| 7D | +4.6% | +0.5% | +4.1% | +4.3% |
| 30D | +56.0% | +1.2% | +54.8% | +54.8% |
| 3M | +30.8% | +27.4% | +3.5% | +7.9% |
| 6M | -9.8% | +39.2% | -49.0% | -32.9% |
| YTD | -39.3% | +12.5% | -51.8% | -46.1% |
| 1Y | -26.4% | +12.3% | -38.7% | -34.7% |
| 3Y | +887.9% | +28.8% | +859.1% | +613.6% |
| 5Y | +264.1% | +60.9% | +203.2% | +113.2% |
| All | +527.5% | +32.2% | +495.3% | +259.8% |
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