+68.3%
AU vs PTC
-37.0%
+105.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.3% |
| 7D | -7.0% | -14.2% | +7.3% | -6.9% |
| 30D | +7.3% | -14.4% | +21.7% | +7.3% |
| 3M | +33.2% | -4.7% | +37.9% | +33.7% |
| 6M | -0.6% | -19.3% | +18.7% | +1.7% |
| YTD | +26.2% | -26.1% | +52.3% | +33.3% |
| 1Y | +68.3% | -37.1% | +105.3% | +98.1% |
| All | +68.3% | -37.0% | +105.2% | +98.1% |
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 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