+26.3%
ACI vs PTC
+82.9%
-56.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.0% | +5.7% | 0.0% |
| 7D | +0.2% | -10.3% | +10.4% | +0.8% |
| 30D | +5.9% | +1.1% | +4.8% | +5.8% |
| 3M | -19.8% | +1.6% | -21.4% | -20.0% |
| 6M | -24.7% | -13.5% | -11.3% | -24.5% |
| YTD | -24.4% | -19.1% | -5.3% | -23.9% |
| 1Y | -31.5% | -33.9% | +2.4% | -30.4% |
| 3Y | -38.7% | -3.9% | -34.8% | -39.2% |
| 5Y | -42.8% | +6.0% | -48.8% | -45.2% |
| All | +26.3% | +82.9% | -56.6% | +15.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling