+203.4%
PTC vs AEIS
+546.3%
-342.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.8% | -8.3% | -6.3% |
| 7D | -12.8% | +8.1% | -20.9% | -14.9% |
| 30D | -9.8% | -11.1% | +1.4% | -7.4% |
| 3M | -2.1% | -5.6% | +3.6% | -5.1% |
| 6M | -18.1% | -0.6% | -17.5% | -24.3% |
| YTD | -23.5% | +38.0% | -61.5% | -38.6% |
| 1Y | -37.4% | +87.2% | -124.6% | -56.0% |
| 3Y | -7.2% | +179.7% | -186.9% | -47.3% |
| 5Y | +2.7% | +241.7% | -239.1% | -47.8% |
| 10Y | +203.4% | +547.2% | -343.8% | +6.4% |
| All | +203.4% | +546.3% | -342.9% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 10y: compounded portfolio wealth divided by compounded AEIS 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…
10y analysis · Full analysis span regression · 6 months rolling