+232.5%
PTC vs AEE
+885.6%
-653.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | 0.0% |
| 7D | +0.8% | +2.3% | -1.5% | -0.2% |
| 30D | +0.7% | +11.6% | -10.8% | -4.1% |
| 3M | +32.6% | +5.5% | +27.1% | +29.1% |
| 6M | +33.6% | +6.0% | +27.5% | +29.2% |
| YTD | +12.4% | +16.6% | -4.2% | +3.6% |
| 1Y | +11.2% | +12.1% | -0.8% | +4.3% |
| 3Y | +31.7% | +64.2% | -32.5% | +1.5% |
| 5Y | +60.1% | +59.1% | +1.0% | +23.3% |
| 10Y | +317.2% | +210.2% | +107.0% | +111.9% |
| All | +232.5% | +885.6% | -653.1% | +1.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling