-43.1%
ACI vs PTC
+6.0%
-49.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.0% | +5.7% | +0.4% |
| 7D | +0.2% | -10.3% | +10.4% | +1.4% |
| 30D | +5.9% | +1.1% | +4.8% | +5.7% |
| 3M | -19.8% | +1.6% | -21.4% | -20.2% |
| 6M | -24.7% | -13.5% | -11.3% | -23.9% |
| YTD | -24.4% | -19.1% | -5.3% | -23.1% |
| 1Y | -31.5% | -33.9% | +2.4% | -28.7% |
| 3Y | -38.7% | -3.9% | -34.8% | -40.4% |
| All | -43.1% | +6.0% | -49.1% | -48.0% |
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