+134.9%
AS vs PTC
+9.8%
+125.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.2% | +0.4% |
| 7D | +6.9% | -0.2% | +7.2% | +7.0% |
| 30D | +16.0% | +0.8% | +15.2% | +15.8% |
| 3M | -12.8% | +32.1% | -45.0% | -20.1% |
| 6M | -15.4% | +42.6% | -58.0% | -25.6% |
| YTD | -15.7% | +12.0% | -27.7% | -17.0% |
| 1Y | +6.1% | +12.2% | -6.1% | +4.2% |
| All | +134.9% | +9.8% | +125.1% | +113.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling