+195.4%
PTC vs AMP
+584.2%
-388.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.3% |
| 7D | -14.2% | -2.0% | -12.2% | -13.4% |
| 30D | -14.4% | -1.7% | -12.8% | -13.8% |
| 3M | -4.7% | +23.2% | -27.9% | -13.2% |
| 6M | -19.3% | +22.2% | -41.5% | -26.5% |
| YTD | -26.1% | +14.0% | -40.1% | -31.0% |
| 1Y | -37.1% | +14.0% | -51.1% | -41.3% |
| 3Y | -10.4% | +67.0% | -77.4% | -30.3% |
| 5Y | +2.5% | +123.2% | -120.8% | -31.0% |
| All | +195.4% | +584.2% | -388.8% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded AMP 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling