+22.2%
ACI vs PTC
+72.8%
-50.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.5% | +2.2% | -2.9% |
| 7D | -2.6% | -12.8% | +10.2% | -1.8% |
| 30D | +1.1% | -9.8% | +10.9% | +1.7% |
| 3M | -23.6% | -2.1% | -21.6% | -23.7% |
| 6M | -29.9% | -18.1% | -11.8% | -29.4% |
| YTD | -26.9% | -23.5% | -3.4% | -26.1% |
| 1Y | -34.2% | -37.4% | +3.1% | -32.9% |
| 3Y | -43.6% | -7.2% | -36.4% | -44.0% |
| 5Y | -42.4% | +2.7% | -45.1% | -44.4% |
| All | +22.2% | +72.8% | -50.7% | +12.4% |
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