+602.8%
AU vs PTC
+506.0%
+96.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -7.2% | +0.5% | -7.7% | -7.2% |
| 30D | -2.9% | +1.2% | -4.1% | -3.0% |
| 3M | -8.7% | +27.4% | -36.0% | -10.9% |
| 6M | -14.1% | +39.2% | -53.3% | -17.1% |
| YTD | +4.8% | +12.5% | -7.7% | +2.8% |
| 1Y | +11.9% | +12.3% | -0.4% | +9.8% |
| 3Y | +513.8% | +28.8% | +485.0% | +492.2% |
| 5Y | +379.3% | +60.9% | +318.4% | +351.7% |
| 10Y | +837.1% | +316.6% | +520.5% | +703.7% |
| All | +602.8% | +506.0% | +96.9% | +495.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling