+195.8%
PTC vs AMP
+582.2%
-386.4%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -2.9% |
| 7D | -13.6% | 0.0% | -13.6% | -13.5% |
| 30D | -14.7% | -1.0% | -13.6% | -14.3% |
| 3M | -5.9% | +23.2% | -29.1% | -14.3% |
| 6M | -21.1% | +20.4% | -41.5% | -27.7% |
| YTD | -26.0% | +13.6% | -39.7% | -30.8% |
| 1Y | -36.8% | +13.4% | -50.2% | -41.0% |
| 3Y | -10.3% | +66.5% | -76.8% | -30.1% |
| 5Y | +1.2% | +120.2% | -119.0% | -31.5% |
| All | +195.8% | +582.2% | -386.4% | +29.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling