+292.6%
APP vs PTC
+55.9%
+236.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.2% | +9.6% | +9.7% |
| 7D | +71.2% | -0.2% | +71.5% | +71.5% |
| 30D | +39.1% | +0.8% | +38.3% | +38.3% |
| 3M | +16.5% | +32.1% | -15.6% | -7.7% |
| 6M | -16.6% | +42.6% | -59.2% | -40.5% |
| YTD | -41.9% | +12.0% | -53.9% | -48.5% |
| 1Y | -37.0% | +12.2% | -49.2% | -44.4% |
| 3Y | +892.4% | +31.2% | +861.2% | +566.0% |
| All | +292.6% | +55.9% | +236.7% | +122.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling