+700.5%
AU vs PTC
-0.9%
+701.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +3.9% | +1.1% |
| 7D | +0.6% | -13.6% | +14.2% | +2.8% |
| 30D | +12.3% | -14.7% | +27.0% | +14.8% |
| 3M | +29.4% | -5.9% | +35.3% | +30.0% |
| 6M | +3.2% | -21.1% | +24.3% | +6.8% |
| YTD | +31.8% | -26.0% | +57.8% | +37.8% |
| 1Y | +83.4% | -36.8% | +120.2% | +97.7% |
| 3Y | +623.1% | -10.3% | +633.4% | +607.6% |
| 5Y | +700.5% | +1.2% | +699.3% | +628.8% |
| All | +700.5% | -0.9% | +701.4% | +628.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling