-44.8%
ACHR vs PTC
+8.0%
-52.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -3.3% | -2.4% | -3.4% |
| 7D | -2.7% | -13.6% | +10.9% | +7.2% |
| 30D | -12.1% | -14.7% | +2.5% | -2.3% |
| 3M | +3.4% | -5.9% | +9.3% | +5.2% |
| 6M | -15.6% | -21.1% | +5.5% | -2.9% |
| YTD | -26.9% | -26.0% | -0.8% | -12.5% |
| 1Y | -34.8% | -36.8% | +2.1% | -11.2% |
| 3Y | -19.2% | -10.3% | -9.0% | -18.0% |
| 5Y | -43.8% | +1.2% | -44.9% | -50.9% |
| All | -44.8% | +8.0% | -52.8% | -51.4% |
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