+446.2%
APP vs PTC
+31.3%
+414.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -0.3% | +31.3% | +31.2% |
| 7D | +39.7% | -0.1% | +39.8% | +39.7% |
| 30D | +27.7% | +0.8% | +26.9% | +27.0% |
| 3M | -14.8% | +39.6% | -54.3% | -35.2% |
| 6M | -25.5% | +41.5% | -67.0% | -45.4% |
| YTD | -47.2% | +11.7% | -58.9% | -52.9% |
| 1Y | -42.3% | +2.4% | -44.7% | -45.2% |
| 3Y | +806.8% | +31.9% | +774.9% | +539.7% |
| 5Y | +261.6% | +54.5% | +207.1% | +114.4% |
| All | +446.2% | +31.3% | +414.9% | +214.5% |
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