+44.6%
AU vs PTC
+0.1%
+44.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.6% | +7.4% | +8.0% |
| 7D | +0.8% | +0.1% | +0.6% | +0.8% |
| 30D | -7.0% | +1.5% | -8.5% | -6.9% |
| 3M | +8.5% | +37.8% | -29.2% | +10.3% |
| 6M | -1.3% | +41.2% | -42.5% | +0.3% |
| YTD | +6.8% | +12.0% | -5.3% | +11.5% |
| 1Y | +44.6% | +1.6% | +43.0% | +52.7% |
| All | +44.6% | +0.1% | +44.5% | +52.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling