+391.7%
APP vs PTC
-4.9%
+396.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.0% | +8.3% | +6.5% |
| 7D | +0.9% | -10.3% | +11.1% | +8.6% |
| 30D | -23.3% | +1.1% | -24.4% | -25.6% |
| 3M | -42.6% | +1.6% | -44.2% | -45.6% |
| 6M | -33.6% | -13.5% | -20.1% | -28.6% |
| YTD | -52.4% | -19.1% | -33.4% | -45.9% |
| 1Y | -35.9% | -33.9% | -2.0% | -15.0% |
| 3Y | +642.2% | -3.9% | +646.1% | +563.7% |
| 5Y | +311.1% | +6.0% | +305.0% | +213.6% |
| All | +391.7% | -4.9% | +396.5% | +261.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling