+788.4%
AU vs PTC
+336.0%
+452.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.0% | +3.7% | -1.8% |
| 7D | -3.6% | -10.3% | +6.6% | -2.8% |
| 30D | +23.9% | +1.1% | +22.7% | +23.7% |
| 3M | +19.1% | +1.6% | +17.5% | +18.6% |
| 6M | -0.2% | -13.5% | +13.3% | +0.7% |
| YTD | +32.5% | -19.1% | +51.5% | +34.2% |
| 1Y | +96.9% | -33.9% | +130.8% | +102.9% |
| 3Y | +614.7% | -3.9% | +618.6% | +609.4% |
| 5Y | +647.7% | +6.0% | +641.7% | +632.0% |
| 10Y | +679.2% | +223.7% | +455.5% | +585.7% |
| All | +788.4% | +336.0% | +452.4% | +677.6% |
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