+30.3%
ACI vs PTC
+153.0%
-122.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.4% |
| 7D | -2.2% | -0.2% | -2.0% | -2.2% |
| 30D | +10.3% | +0.8% | +9.5% | +10.3% |
| 3M | +7.2% | +32.1% | -24.9% | +5.4% |
| 6M | -18.0% | +42.6% | -60.6% | -19.9% |
| YTD | -22.0% | +12.0% | -34.0% | -23.0% |
| 1Y | -23.4% | +12.2% | -35.5% | -24.3% |
| 3Y | -35.8% | +31.2% | -67.0% | -37.6% |
| 5Y | -43.7% | +54.9% | -98.6% | -46.7% |
| All | +30.3% | +153.0% | -122.7% | +17.1% |
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