+31.5%
ACI vs PTC
+154.0%
-122.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.9% |
| 7D | -5.9% | +0.8% | -6.7% | -5.9% |
| 30D | +7.2% | +0.7% | +6.5% | +7.2% |
| 3M | +8.8% | +32.6% | -23.8% | +7.0% |
| 6M | -17.2% | +33.6% | -50.7% | -18.8% |
| YTD | -21.3% | +12.4% | -33.7% | -22.3% |
| 1Y | -23.7% | +11.2% | -35.0% | -24.7% |
| 3Y | -32.8% | +31.7% | -64.5% | -34.7% |
| 5Y | -41.4% | +60.1% | -101.5% | -44.5% |
| All | +31.5% | +154.0% | -122.5% | +18.2% |
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