-28.6%
PTC vs AHR
+360.2%
-388.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.7% | -0.2% |
| 7D | -14.2% | -3.0% | -11.2% | -14.0% |
| 30D | -14.4% | +2.6% | -17.0% | -14.6% |
| 3M | -4.7% | +16.0% | -20.7% | -6.0% |
| 6M | -19.3% | +3.1% | -22.4% | -19.6% |
| YTD | -26.1% | +16.0% | -42.2% | -27.6% |
| 1Y | -37.1% | +28.0% | -65.0% | -39.5% |
| All | -28.6% | +360.2% | -388.7% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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