-36.8%
PTC vs AEE
+10.4%
-47.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.8% | -3.4% |
| 7D | -13.6% | +1.1% | -14.6% | -13.4% |
| 30D | -14.7% | 0.0% | -14.7% | -14.6% |
| 3M | -5.9% | -0.9% | -5.0% | -5.5% |
| 6M | -21.1% | -2.4% | -18.7% | -20.8% |
| YTD | -26.0% | +8.6% | -34.7% | -24.7% |
| 1Y | -36.8% | +10.2% | -47.0% | -35.4% |
| All | -36.8% | +10.4% | -47.2% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 1y: compounded portfolio wealth divided by compounded AEE 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…
1y analysis · Full analysis span regression · 6 months rolling