-39.9%
ACN vs PTC
-2.9%
-37.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.0% | +2.7% | -0.4% |
| 7D | -1.5% | -10.3% | +8.7% | +3.7% |
| 30D | +9.4% | +1.1% | +8.2% | +8.5% |
| 3M | +5.6% | +1.6% | +4.0% | +3.7% |
| 6M | -9.3% | -13.5% | +4.2% | -4.4% |
| YTD | -29.0% | -19.1% | -9.9% | -23.3% |
| 1Y | -24.7% | -33.9% | +9.2% | -12.5% |
| All | -39.9% | -2.9% | -37.1% | -42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling