+605.8%
AU vs PTC
-10.6%
+616.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +3.9% | +0.9% |
| 7D | +0.6% | -13.6% | +14.2% | +1.7% |
| 30D | +12.3% | -14.7% | +27.0% | +13.5% |
| 3M | +29.4% | -5.9% | +35.3% | +29.9% |
| 6M | +3.2% | -21.1% | +24.3% | +5.7% |
| YTD | +31.8% | -26.0% | +57.8% | +36.1% |
| 1Y | +83.4% | -36.8% | +120.2% | +93.6% |
| All | +605.8% | -10.6% | +616.4% | +602.7% |
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