-32.0%
APP vs PTC
+10.6%
-42.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.4% |
| 7D | +48.9% | +0.5% | +48.5% | +48.8% |
| 30D | +49.4% | +0.9% | +48.5% | +49.1% |
| 3M | +27.0% | +30.4% | -3.4% | +18.1% |
| 6M | -15.4% | +34.4% | -49.8% | -21.4% |
| YTD | -39.9% | +12.6% | -52.5% | -35.2% |
| 1Y | -32.0% | +10.2% | -42.2% | -25.8% |
| All | -32.0% | +10.6% | -42.6% | -25.8% |
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 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