-52.8%
ACHR vs PTC
+64.7%
-117.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.3% |
| 7D | +14.0% | +1.3% | +12.8% | +13.3% |
| 30D | -5.0% | +1.1% | -6.1% | -5.6% |
| 3M | -24.8% | +30.1% | -54.9% | -38.4% |
| 6M | -27.3% | +34.0% | -61.3% | -43.0% |
| YTD | -37.4% | +12.8% | -50.2% | -44.8% |
| 1Y | -44.3% | +10.7% | -55.0% | -50.0% |
| 3Y | -5.2% | +29.6% | -34.9% | -26.3% |
| 5Y | -20.8% | +63.5% | -84.4% | -49.8% |
| All | -52.8% | +64.7% | -117.4% | -69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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