-39.3%
APP vs PTC
+10.9%
-50.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.3% | -3.9% | -3.6% |
| 7D | +61.1% | +1.3% | +59.8% | +60.6% |
| 30D | +42.8% | +1.1% | +41.7% | +42.4% |
| 3M | +16.7% | +30.1% | -13.5% | +8.6% |
| 6M | -15.6% | +34.0% | -49.6% | -21.3% |
| YTD | -41.3% | +12.8% | -54.1% | -37.3% |
| 1Y | -39.3% | +10.7% | -50.0% | -34.3% |
| All | -39.3% | +10.9% | -50.2% | -34.3% |
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