-51.8%
ACHR vs PTC
+64.1%
-115.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.4% | +7.9% | +8.1% |
| 7D | +15.3% | +0.8% | +14.5% | +14.9% |
| 30D | -3.0% | +0.7% | -3.8% | -3.4% |
| 3M | -14.0% | +32.6% | -46.6% | -30.3% |
| 6M | -25.8% | +33.6% | -59.3% | -41.6% |
| YTD | -36.0% | +12.4% | -48.5% | -43.5% |
| 1Y | -41.2% | +11.2% | -52.4% | -47.5% |
| 3Y | -8.6% | +31.7% | -40.2% | -29.9% |
| 5Y | -20.6% | +60.1% | -80.7% | -49.3% |
| All | -51.8% | +64.1% | -115.8% | -68.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling