-25.8%
ACN vs PTC
+60.7%
-86.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | -3.8% | +0.5% | -4.3% | -4.0% |
| 30D | +16.5% | +1.2% | +15.3% | +15.9% |
| 3M | +41.5% | +27.4% | +14.1% | +25.0% |
| 6M | +60.1% | +39.2% | +20.9% | +34.2% |
| YTD | -3.9% | +12.5% | -16.5% | -10.9% |
| 1Y | +4.1% | +12.3% | -8.2% | -3.4% |
| 3Y | -15.9% | +28.8% | -44.7% | -29.8% |
| All | -25.8% | +60.7% | -86.4% | -46.0% |
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