+156.3%
ACN vs PTC
+326.2%
-169.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.5% |
| 7D | -2.5% | +0.8% | -3.3% | -2.8% |
| 30D | +22.6% | +0.7% | +21.9% | +22.3% |
| 3M | +45.9% | +32.6% | +13.3% | +27.3% |
| 6M | +43.8% | +33.6% | +10.3% | +24.5% |
| YTD | -2.5% | +12.4% | -14.9% | -9.3% |
| 1Y | +6.5% | +11.2% | -4.7% | -0.7% |
| 3Y | -14.2% | +31.7% | -45.8% | -26.9% |
| 5Y | -24.4% | +60.1% | -84.5% | -41.4% |
| 10Y | +156.3% | +317.2% | -160.9% | +33.4% |
| All | +156.3% | +326.2% | -169.9% | +33.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling