+365.8%
PTC vs AEIS
+1,770.4%
-1,404.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.1% | -5.9% | -1.3% |
| 7D | -0.2% | -11.3% | +11.0% | +2.2% |
| 30D | +0.8% | -32.6% | +33.3% | +10.1% |
| 3M | +32.1% | -39.2% | +71.3% | +46.3% |
| 6M | +42.6% | -45.4% | +88.0% | +56.6% |
| YTD | +12.0% | -5.8% | +17.8% | +3.5% |
| 1Y | +12.2% | -10.0% | +22.1% | +4.7% |
| 3Y | +31.2% | +121.2% | -89.9% | -7.8% |
| 5Y | +54.9% | +110.6% | -55.8% | +9.0% |
| 10Y | +343.1% | +326.6% | +16.5% | +142.0% |
| All | +365.8% | +1,770.4% | -1,404.5% | +39.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling