+133.7%
AS vs PTC
+9.5%
+124.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | +7.1% | -0.1% | +7.2% | +7.1% |
| 30D | +12.8% | +0.8% | +12.0% | +12.6% |
| 3M | -14.7% | +39.6% | -54.3% | -23.5% |
| 6M | -9.9% | +41.5% | -51.4% | -20.6% |
| YTD | -16.1% | +11.7% | -27.8% | -17.3% |
| 1Y | +0.2% | +2.4% | -2.3% | +3.1% |
| All | +133.7% | +9.5% | +124.2% | +112.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling