-31.6%
ACI vs PTC
+29.1%
-60.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.6% | -0.8% |
| 7D | +2.3% | +0.5% | +1.8% | +2.2% |
| 30D | +1.2% | +1.2% | 0.0% | +1.2% |
| 3M | +6.8% | +27.4% | -20.6% | +5.6% |
| 6M | -18.7% | +39.2% | -57.9% | -20.5% |
| YTD | -20.2% | +12.5% | -32.7% | -21.5% |
| 1Y | -23.7% | +12.3% | -36.0% | -25.0% |
| 3Y | -31.6% | +28.8% | -60.5% | -37.5% |
| All | -31.6% | +29.1% | -60.8% | -37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling