+12.0%
AZO vs PTC
-10.7%
+22.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -2.9% | -14.2% | +11.3% | -1.2% |
| 30D | -5.3% | -14.4% | +9.1% | -3.7% |
| 3M | -7.3% | -4.7% | -2.6% | -7.4% |
| 6M | -22.7% | -19.3% | -3.4% | -21.1% |
| YTD | -15.0% | -26.1% | +11.1% | -12.5% |
| 1Y | -32.2% | -37.1% | +4.8% | -28.9% |
| All | +12.0% | -10.7% | +22.7% | +4.1% |
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 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