+31.7%
PTC vs AEE
+59.5%
-27.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.4% |
| 7D | +0.8% | +2.3% | -1.5% | +0.8% |
| 30D | +0.7% | +11.6% | -10.8% | +0.6% |
| 3M | +32.6% | +5.5% | +27.1% | +32.7% |
| 6M | +33.6% | +6.0% | +27.5% | +33.7% |
| YTD | +12.4% | +16.6% | -4.2% | +11.2% |
| 1Y | +11.2% | +12.1% | -0.8% | +10.6% |
| 3Y | +31.7% | +64.2% | -32.5% | +29.5% |
| All | +31.7% | +59.5% | -27.8% | +29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling