-42.4%
ACI vs PTC
+60.7%
-103.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.6% | -0.7% |
| 7D | +2.3% | +0.5% | +1.8% | +2.2% |
| 30D | +1.2% | +1.2% | 0.0% | +1.1% |
| 3M | +6.8% | +27.4% | -20.6% | +4.1% |
| 6M | -18.7% | +39.2% | -57.9% | -21.8% |
| YTD | -20.2% | +12.5% | -32.7% | -21.7% |
| 1Y | -23.7% | +12.3% | -36.0% | -25.1% |
| 3Y | -31.6% | +28.8% | -60.5% | -35.4% |
| All | -42.4% | +60.7% | -103.1% | -50.4% |
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 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