-2.7%
PTC vs AEIS
+157.5%
-160.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.4% | -8.4% | -6.2% |
| 7D | -10.3% | +3.0% | -13.2% | -10.5% |
| 30D | +1.1% | -14.6% | +15.8% | +2.3% |
| 3M | +1.6% | -12.4% | +14.0% | +1.0% |
| 6M | -13.5% | -15.0% | +1.5% | -14.8% |
| YTD | -19.1% | +34.3% | -53.3% | -29.9% |
| 1Y | -33.9% | +87.4% | -121.2% | -48.7% |
| All | -2.7% | +157.5% | -160.2% | -36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling