-25.5%
APP vs PTC
+41.0%
-66.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -0.3% | +31.3% | +31.1% |
| 7D | +39.7% | -0.1% | +39.8% | +39.7% |
| 30D | +27.7% | +0.8% | +26.9% | +27.6% |
| 3M | -14.8% | +39.6% | -54.3% | -18.4% |
| 6M | -25.5% | +41.5% | -67.0% | -29.8% |
| All | -25.5% | +41.0% | -66.5% | -29.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling