-42.9%
ACHR vs PTC
+6.0%
-48.9%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.0% | +5.2% | +3.8% |
| 7D | -0.7% | -10.3% | +9.6% | +7.8% |
| 30D | +9.8% | +1.1% | +8.7% | +8.7% |
| 3M | -10.5% | +1.6% | -12.1% | -13.8% |
| 6M | -15.5% | -13.5% | -2.1% | -7.4% |
| YTD | -24.1% | -19.1% | -5.0% | -12.8% |
| 1Y | -32.4% | -33.9% | +1.4% | -5.9% |
| 3Y | -11.6% | -3.9% | -7.7% | -17.9% |
| All | -42.9% | +6.0% | -48.9% | -58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling