-59.6%
ACHR vs PTC
+64.2%
-123.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.1% | -6.8% | -6.9% |
| 7D | -9.2% | +0.5% | -9.7% | -9.5% |
| 30D | -1.0% | +1.2% | -2.2% | -1.6% |
| 3M | -42.2% | +27.4% | -69.5% | -52.0% |
| 6M | -38.2% | +39.2% | -77.4% | -52.8% |
| YTD | -46.4% | +12.5% | -58.9% | -52.7% |
| 1Y | -49.4% | +12.3% | -61.6% | -55.2% |
| 3Y | -22.5% | +28.8% | -51.3% | -39.5% |
| 5Y | -29.8% | +60.9% | -90.7% | -55.2% |
| All | -59.6% | +64.2% | -123.8% | -73.7% |
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